Equity Volatility Quantitative Researcher

The ideal candidate will:

• Support portfolio manager and analysts in building out bespoke alpha research tools using in-house analytics
• Design and implement equity volatility data series for use in analysis and back-testing
• Build and maintain pricing models for range of products traded in the equity vol business

QUALIFICATIONS & REQUIREMENTS

• Masters’ Degree or higher in a quantitative field. Degree courses in computer science, finance, mathematics, econometrics or other quantitative discipline preferred
• Programming experience in Python in the context of data analysis, with the ability to test ideas and develop infrastructure for further research
• Understanding of listed and OTC markets for equities and equities options as well as volatility index. Experience in local and/or stochastic vol models implementation
• Knowledge of statistics, including time series analysis and regressions
• Strong organization skills with the ability to present results clearly and iterate with PMs accordingly

The ideal candidate will be someone who demonstrates:

• Strong desire to work collaboratively with the team
• High standard of professionalism in all dealings with internal staff and any external partners, clients and regulatory agencies
• Problem solving skills and ability to identify and implement appropriate solutions
• Ability to prioritize and manage multiple tasks and projects concurrently to meet/exceed deadline
• Strong written and verbal communication skills
• Outstanding attention to detail and strong organization skills