An award-winning macro hedge fund is looking for a Quantitative Researcher to aid the CEO/Founder in the R&D of a newly created systematic volatility fund. This opportunity is at one of the fastest growing hedge funds in New York City and presents massive opportunities for career growth and long-term upside as you'll be working with senior executives and facing off with external investors.
Qualified candidates should possess-
5+ Years conducting Alpha research with a focus on cross-asset volatility strategies
Extensive experience in data analysis, and end to end implementation of systematic Vol Strategies
Python coding ability to conduct research, and perform relevant analysis
Prior experience managing strategies and ideally being responsible for a portfolio.