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.