Leading Hedge Fund
New York City
A leading global hedge fund is one of our clients and has recently hired an experienced Quantitative Portfolio Manager who is searching for a quantitative researcher to join a team focused on systematic equity that is collaborative and specifically has an emphasis on single stock options.
You'll have the chance to collaborate with a PM to research and develop equity vol strategies in this excellent opportunity to work with a top hedge fund.
Role and Responsibilities
- Collaborate closely with the Portfolio Manager on idea generation, research, analysis, and back testing of volatility strategies.
- 3-5 years of experience in a similar role at a top hedge fund, bank, or proprietary trading firm.
- Proven expertise in options and volatility strategies, with additional skills in areas such as machine learning or statistical arbitrage being a strong advantage.
- A Master’s or PhD in a STEM field (mathematics, statistics, computer science) from a top university is required.
If you’re interested in learning more about this opportunity, please reach out to me directly.
E: robert.lindsay@venturesearch.com