Quantitative Researcher - Vol Alpha Research - Selby Jennings : Job Details

I have recently partnered with the Founder of a high performing NY based Systematic Macro Fund. Given their success over the last 18 months, the team is looking to bring on an experienced Quantitative Researcher with a background in Volatility to perform alpha generation and improve their existing quantitative models. It's an excellent opportunity to join a rapidly growing hedge fund with the ability to interact with both the Founder and other senior level individuals across the business.

If you're interested in working alongside some of the most talented individuals in the industry, apply now!

• PhD or MS in a quantitative discipline from a top tier university (ideally in Mathematics/Statistics/Physics/Computer Science)
• Must be coming from a reputable trading desk or pod at either a hedge fund, bulge bracket bank, or prop trading firm
• Strong knowledge of Python
• 2+ years in researching volatility systematic strategies

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