Equity Volatility Quantitative ResearcherBalyasny Asset Management • New York, NY, United States
Equity Volatility Quantitative Researcher
Balyasny Asset Management • New York, NY, United States
19 days ago
Job type
- Full-time
Job descriptionMasters' Degree or higher in a quantitative field. Degree courses in computer science, finance, mathematics, econometrics or other quantitative discipline preferred Expert C++ programmer : we use C++17 and would like to move to C++20. Coupled with the ability to produce well-engineered code. Programming experience in Python in the context of data analysis, with the ability to test ideas and develop infrastructure for further research Understanding of listed and OTC markets for equities and equities options as well as volatility index. Experience in local and / or stochastic vol models implementation Knowledge of statistics, including time series analysis and regressions Strong organization skills with the ability to present results clearly and iterate with PMs accordingly Strong desire to work collaboratively with the team High standard of professionalism in all dealings with internal staff and any external partners, clients and regulatory agencies Problem solving skills and ability to identify and implement appropriate solutions Ability to prioritize and manage multiple tasks and projects concurrently to meet / exceed deadline Strong written and verbal communication skills Outstanding attention to detail and strong organization skills
The ideal candidate will :
- Build and maintain pricing models for range of products traded in macro business
- Design and implement processes for live calculation of P&L and risk used by portfolio managers
- Support portfolio managers and analysts in building out bespoke tools using in-house analytics
- Design and implement macro data series for use in analysis and back-testing
- Learn about pricing, risk and calibration for various macro products
QUALIFICATIONS & REQUIREMENTS
The ideal candidate will be someone who demonstrates :
Create a job alert for this search
Quantitative Researcher • New York, NY, United States
Related jobs
As technology innovators in the private market, our vision is to deliver a richer future for everyone.We live that vision through our values of being bold, accountable, and humble.We experience the...Show more
Outstanding opportunity for a quant equity research analyst to join a boutique well respected elite hedge fund !! Perform technical computing and statistics in a vast global equity market, working ...Show more
Verition Fund Management LLC ("Verition") is a multi-strategy, multi-manager hedge fund founded in 2008.Verition focuses on global investment strategies including Global Credit, Global Convertible,...Show more
Research and implement strategies within the firm's automated trading framework.Analyze large data sets using advanced statistical methods to identify trading opportunities.Develop a strong underst...Show more
Betterment is a leading, technology-driven financial services company that offers investing and retirement solutions for retail investors and investment advisors as well as financial wellness solut...Show more
We are seeking a Quantitative Researcher with 3+ years of experience to join a Systematic Macro Portfolio Manager at Capula.
This is a high-impact role that sits directly within the PM’s investment ...Show more
Research at GSA Capital means combining creativity, rigour and attention to detail in the design of systematic investment strategies.
Quantitative researchers utilise techniques from many branches o...Show more
Perform rigorous and innovative research to discover systematic anomalies in equity market.End-to-end development : alpha idea generation, data processing, strategy backtesting, optimization and pro...Show more
The Quantitative Researcher combines advanced AI and quantitative investing techniques to enhance and support our fundamental investment process.
Working alongside experienced analysts and portfolio...Show more
Entry-level (PhD Program) or Experienced (Postdoc, Faculty, Scientific Lab).PhD in Math, Science, Engineering and other relevant disciplines.
The PDT team - a quantitative investment manager - is hi...Show more
Numeus is a diversified digital asset investment firm built to the highest institutional standards, combining synergistic businesses across Alpha Strategies, Trading, and Asset Management.Numeus wa...Show more
American Century Investments® is a leading global asset manager with over 65 years of experience helping a broad base of clients achieve their financial goals.
Our expertise spans global equities an...Show more
The Fixed Income Investing & Securitised Products Research team focuses on understanding and articulating the workflow and technical product needs of our fixed income clients across various market ...Show more
Injective Labs is trailblazing a new dawn for Web3 enabled finance.We are the core contributors to Injective, one of the fastest growing blockchains in the industry.
Injective provides an interopera...Show more
Quantitative Researcher, Systematic Macro.Quantitative Researcher, Systematic Macro.Please direct all resume submissions to QuantTalentUS@mlp.
Millennium is a top tier global hedge fund with a stron...Show more
Currently partnered with a tier one hedge fund looking to expand headcount as they continue to build out their systematic equities business.
The fund is looking to expand in both medium & high frequ...Show more
SCM is committed to a workplace that values and promotes diversity, inclusion and equal employment opportunity by ensuring that all employees are valued, heard, engaged and involved at work and hav...Show more
Vola Dynamics is the world's most sophisticated software and research company for advanced options analytics.Our volatility fitter and ultra-fast option pricers are the market standard, powering de...Show more
Quantitative Researcher
Forge Global • New York, NY, United States
Full-time
Last updated: 30+ days ago • Promoted
Quantitative Equity Research Analyst
RightWorks Inc • New York, NY, United States
Full-time
Last updated: 30+ days ago • Promoted
Equity Quantitative Researcher / Developer
Verition Group LLC • New York, NY, United States
Full-time
Last updated: 30+ days ago • Promoted
Senior Quant Researcher - Volatility
Squarepoint Capital • New York, NY, United States
Full-time
Last updated: 19 days ago • Promoted
Lead Quantitative Investing Researcher
Betterment • New York, NY, United States
Full-time
Last updated: 30+ days ago • Promoted
Credit Quantitative Researcher
Capula • New York, NY, US
Full-time
Quick Apply
Last updated: 30+ days ago
Quantitative Researcher
GSA • New York, NY, United States
Full-time
Last updated: 29 days ago • Promoted
Equity Quantitative Researcher
Point72 • New York, NY, United States
Full-time
Last updated: 29 days ago • Promoted
Quantitative Researcher
T. Rowe Price • New York, NY, United States
Full-time
Last updated: 18 days ago • Promoted
Quantitative Researcher
PDT Partners • New York, NY, United States
Full-time
Last updated: 29 days ago • Promoted
Quantitative Researcher
Numeus • New York, NY, United States
Full-time
Last updated: 29 days ago • Promoted
Quantitative Researcher
American Century Investment Services, Inc. • New York, NY, United States
Full-time
Last updated: 30+ days ago • Promoted
Quantitative Researcher - Credit
MSCI • New York, NY, United States
Full-time
Last updated: 28 days ago • Promoted
Quant Researcher
Injective Labs • New York, NY, United States
Full-time
Last updated: 30+ days ago • Promoted
Quantitative Researcher, Systematic Macro
Millennium Management Corp • New York, NY, United States
Full-time
Last updated: 18 days ago • Promoted
Quantitative Researcher
Selby Jennings • New York, NY, United States
Full-time
Last updated: 12 hours ago • Promoted • New!
Senior Quantitative Researcher Futures - Jersey City, NJ
STEVENS CAPITAL MANAGEMENT LP • Jersey City, NJ, United States
Full-time
Last updated: 30+ days ago • Promoted
Quant Researcher
Vola Dynamics LLC • New York, NY, United States
Full-time
Last updated: 30+ days ago • Promoted