Quantitative Researcher - Systematic Volatility

Quantitative Researcher | Systematic Volatility | Chicago or New York

A leading proprietary trading firm is hiring Quantitative Researchers for its systematic volatility team. We're hiring at both the senior and principal level. The principal seat is also responsible for leading research areas and managing a team of researchers.

Responsibilities

• Research, test, and deploy systematic volatility strategies.

• Analyze market data and build predictive models.

• Work with traders and engineers on back-testing, statistical analysis, and system design.

Requirements

• 5+ years as a Quantitative Researcher on a top systematic trading team.

• Options experience.

• A track record of positive PnL.

• Strong Python skills.

• Based in Chicago or New York, or willing to relocate.

Preferred Experience

• A PhD in a STEM field.

• Expertise in options pricing, volatility surfaces, and risk management.

• For the principal seat: 10+ years as a Quantitative Researcher and experience managing researchers.

Please email a copy of your CV to coleman@aaaglobal.co.uk if you are interested in this opportunity!