Quantitative Researcher, VIX and Volatility ETFs

Quantitative Researcher, VIX and Volatility ETFs
(more about GTS)

Overview

Automated US equity derivatives trading team is looking for a quantitative volatility researcher to join the team.  The AVT team covers listed options, and this position will focus on quantitative trading volatility indices like VIX and volatility ETFs.  You will work closely with the team’s quants and traders to research, develop and implement new ideas. You will be an integral part of the team directly help drive P&L and innovation. You will gain insight into how trading desks operate and the team evaluates trading opportunities.

Responsibilities

  • Work with experienced traders and researcher researching alpha and portfolio construction, in various arbitrage strategies in systematic listed Option trading.
  • Design and develop quantitative alpha signals and strategies.
  • Maintain and develop tools necessary for the desk to operate and manage risk.

Qualifications

  • A similar role with a leading bank, market maker, or hedge fund with volatility experience, ideally volatility index focused.
  • At least 2 years of prior relevant work experience.
  • Good understanding of
    • Pricing of VIX futures/options
    • VIX/SPX markets
  • Excellent quantitative skills and independent research capability.
  • Proficiency in Python, Java/C++.
  • BS./M.S. from a leading university in a quantitative discipline such as math, physics, statistics, computer science, engineering, or economics.
  • Strong programming skills in Python and/or C++.
  • Excellent communication skills: the ability to express complex concepts in simple terms.

  

We're proud to employ some of the leading talent in the industry, and we work to ensure our employees enjoy a high quality-of-life.

 

In accordance with New York City's Pay Transparency Law, the base salary range for this role is $100,000 to $225,000. Base salary does not include other forms of compensation or benefits.

 

What We Offer:

  • The chance to learn from experienced traders at the top of their field.
  • Mentorship in decision science, game theory and trading strategy development.
  • Freedom to do work that you think matters and make choices that you will be accountable for.
  • Perks: Free lunch daily and a fully stocked pantry at our Madison Avenue office.
  • Independence to explore own ideas and accountability for the results.
  • Freedom to do work that you think matters and make choices that you will be accountable for.
  • Independence and accountability to explore own ideas.

 

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