Quantitative Analyst - Expression of Interest

Responsibilities

• Perform quantitative analysis to improve existing trading strategies and develop new ones
• Work with traders and quants to identify technical trading problems, conduct detailed research and deliver mathematical solutions
• Build and maintain analytical tools and libraries

Requirements

• Proven 2+ years of experience working on or with a mid-to-high frequency trading desk specializing in volatility trading in the US market
• Expertise in options portfolio optimization and strategy back testing
• Excellent proficiency in Python for scripting, data analysis, and model development
• A relevant tertiary degree with a strong academic record, ideally in Mathematics, Physics, Computer Science, Financial Engineering, or a related quantitative field
• A collaborative mindset with a desire to work in a small, close-knit team and contribute to the growth of the desk
• Excellent command of spoken and written English, with the ability to communicate complex ideas clearly and effectively
• Authorization to work in the United States

Qualifications

Desirable Experience with relative value and/or dispersion based volatility strategies

Experience with short-dated options and modelling short-term realized volatility measures

Research experience in event-driven volatility pricing (e.g., earnings announcements, macroeconomic events, M&A activity)

Benefits

The opportunity to work in a collaborative environment where your contributions directly impact the success of the desk

A close-knit team that values innovation, creativity, and professional growth

Exposure to cutting-edge trading strategies and technologies in the volatility space

A flat management structure, where everyone's voice is valued

Work life balance within a multi-cultural environment