A financial institution in Stamford, CT is seeking a mid-level quantitative researcher to enhance their investment team focusing on relative-value volatility trading. This role involves quantitative modeling, data engineering, and applied research to support trading initiatives. Candidates should have strong Python skills, familiarity with Snowflake, and a background in volatility products. The ideal candidate will work in a collaborative environment to deliver actionable research insights and strategies to senior stakeholders.
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