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Our Global Hedge Fund client seeks to hire an experienced Quant Researcher to support an existing Portfolio Team. This role is a new position where the successful hire will work alongside the PMs productionizing & optimizing the strategies and signals. They will focus on developing alpha signals, create data enhancement, develop risk & trading tools and continuously monitor & optimize the book to enhance outputs & performance.
The ideal hire will have experience within Single Name & Index Options as their primary professional experience. They will work with the team and internal stakeholders in a collaborative and communicative nature. On a daily basis you will:
Generate hypotheses & conclusions on alpha signals to support strategy
Help productionize new strategies & optimize existing
Refine data, develop risk & trading pipelines
Continuously monitor live trading to enhance outputs
Work within the Fund on ad hoc projects & collaborations as needed
Must have requirements:
3+ Years in-market experience as a Quant Developer within a Single Stock Index Options team with demonstrated expertise in EQTY Derivatives & Options
Prefer a STEM degree from top university
Must have high proficiency with Python, SQL and KDB
Strong communication skill set (verbal & written)
Ability to problem solve--identifying complex problem sets and chart out effective and elegant solutions
Seniority level
Mid-Senior level
Employment type
Full-time
Job function
Research
Industries
Investment Management
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