Quantitative Researcher (Macro Volatility) - Selby Jennings : Job Details

We are working with a rapidly growing hedge fund in NYC that is looking to bring on a Macro Volatility Quantitative Researcher to continue the expansion of their Macro desk. This person will conduct alpha research within the Macro Vol space and contribute to the existing suite of volatility models.

Responsibilities

• Research and analyze volatility data
• Develop, deploy, and monitor models which trade in financial markets
• Evaluate and improve existing quantitative models
• Generate new ideas for additional research
• Promote best coding practices

Requirements

• Graduate degree in computer science, math, physics, engineering, finance, economics or other related quantitative/analytical field from a top college or university
• Industry experience in researching macro volatility trading strategies and generating alpha
• Experience developing volatility models to support a trading desk
• Proficient in Python or another equivalent language
• Extensive knowledge of financial markets