Quant Trader – Systematic Equity Volatility

Quant Trader – Systematic Equity Volatility

We are seeking a Quant Trader to join our client’s systematic equity volatility team. The ideal candidate will have experience in systematic equity and equity volatility research, with a strong ability to develop and deploy alpha-generating strategies. The role involves working closely with researchers and developers to take strategies from research to live production.

Key Responsibilities:

• Conduct systematic equity volatility research, identifying and developing profitable trading strategies.
• Work alongside researchers and developers to ensure seamless strategy deployment into production.
• Utilize large datasets and statistical techniques to generate alpha.
• Optimize and improve existing trading strategies.

Requirements:

• Strong quantitative background (Mathematics, Statistics, Computer Science, or related fields).
• Proven experience in equity volatility and systematic trading.
• Proficiency in Python, C++, or other relevant programming languages.
• Experience in deploying and managing strategies in production environments.

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