A growing hedge fund in New York City is looking to expand its macro portfolio by adding a mid level researcher to focus on volatility modeling. The position sits in a small team managing a large amount of capital, and will be focused on research, analytics, and risk managing a global macro book with volatility strategies in the fixed income options space.
Responsibilities will be:
- Statistical modeling and analysis of interest rates data
- Volatility modeling & alpha research using options
- Research and trading risk of a large book of capital
- Quantitative Research on alpha ideas and strategies related to interest rate options and Relative Value trade ideas
- Medium frequency arbitrage and global options trading
- Risk management, and portfolio construction
The ideal candidate should possess:
- 4+ years of experience working with interest rates options
- Quantitative skills including volatility modeling, big data analysis, and strategy development
- Masters degree in a computational field
- Strong programming skills in Matlab, R, etc
- Excellent communication and interpersonal skills