Quantitative Researcher - Volatility (I)

Location: New York, New York, United States; onsite

Salary: $160,000–$185,000 per year base salary

Company

hirify.global is an investment management firm developing and operating systematic, algorithmic trading strategies.

What you will do

• Formulate, implement, and enhance mathematical and simulation models for computerized trading strategies.
• Research statistical effects, assess their robustness, and develop quantitative strategies for equities, options, and other asset classes.
• Validate and test trading simulations and critical live-trading applications.
• Build Shell and Python applications for daily data-dependency processing and use kdb+/q and Python to analyze strategy behavior.
• Monitor live trading automations, manage related risk, and optimize execution costs using market-structure and asset-class expertise.
• Support senior quantitative researchers and pilot cross-team research projects involving new mathematical models and analytical tools.

Requirements

• Master’s degree or foreign equivalent in Financial Engineering, Financial Mathematics, or a related field.
• At least one year of experience as a Quantitative Researcher, Quantitative Trader, or in a related hedge fund or market-maker role.
• At least one year of experience using options knowledge for asset-specific research and real trading.
• Experience analyzing, optimizing, and blending signals for options-market targets, and constructing option portfolios with mathematical optimization.
• Experience simulating systematic trade ideas, evaluating backtests, developing live-strategy monitoring reports, and performing risk management.
• At least one year of experience programming in kdb+/q and Python for data analysis and strategy development.

Culture & Benefits

• 40-hour workweek.
• Compensation includes base salary; additional compensation or benefits may be available.
• Equal opportunity and affirmative action employer.