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Equity Index Trader/Analyst - Quantitative


Division

Financial Services

 

Location

New York, New York

Employment Type

Permanent

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A global diversified, multi-strategy Hedge Fund founded in 2003 and headquartered in New York (midtown). They have ~$6Bil AUM. The Fund utilizes a multi-manager, uncorrelated investment strategy across asset classes and markets. Their risk is diversified as a defensive strategy to protects against shifting environments in the financial marketplace.   Our client has returned to offices & ask for vaccine verification. We are not looking to relocate nor provide sponsorship and must be eligible to work in the US.      

Job Description:


Compensation : $150000 - $200000
Job ID : 10649

 

  • Research & develop trading opportunities, quantitative investment analyses   optimization opportunities—specifically in index arbitrage & VIX  
  • Identify potential risks in the portfolio--developing new models & using existing tools & systems
  • Create quantitative financial models validating trade ideas include trade valuation & pricing   across variance/vol derivatives (swaps)
  • Build tools & models in Python & R  
  • Daily reporting into PM
  • Periodic reporting to the Fund’s ExCO & Investors

Job Requirements:


 

  • 4-10 years of experience @ top Broker Dealer, Hedge Fund or Asset Manager on an Index Arbitrage (we are also looking for Single Stock Analysts w similar spec)
  • Bachelor’s Degree in a Science, Technology, Engineering or Mathematics--Advanced degrees preferred (PhD, MSc, MsF)
  • Experience in derivatives modelling, providing quantitative analysis on volatility surfaces strongly preferred
  • Ability to read & parse research and provide trade recommendations to Portfolio Manager(s)
  • Strong communication skills (written & verbal) critical to the role
  • Demonstrated expertise in quantitative finance
  • Strong analytical and mathematical skills
  • Ability to code in Python, R, VBA. Knowledge of other programming languages such as SQL and MATLAB a plus
  • Advanced Excel knowledge required

 

Disclosure: The hourly rates and/or salaries listed may or may not reflect total compensation packages including bonus and fringe benefits, etc., nor are the advertisement(s) posted a guarantee of a certain compensation package for a position or bona fide offer of employment. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, or protected veteran status and will not be discriminated against on the basis of disability.

 

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