Quantitative Researcher - Volatility

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• Squarepoint Services US LLC seeks a Quantitative Researcher Volatility Team for its New York, New York location.
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• Duties: On behalf of an investment management firm formulate mathematical and simulation models of investment strategies, relating constants and variables, restrictions, alternatives, conflicting objectives, and numerical parameters for the enhancement of trading through computerized algorithms, as well as implementation of models. Utilize comprehensive knowledge of mathematical models and technologies, statistical techniques including regression analysis, machine learning, and statistical inference, and financial and computer skills in order to enhance investment strategies based on equities or other asset classes. Produce and implement sophisticated analyses describing new statistical effects, assessing robustness of effects, and developing new quantitative strategies making use of such
• Requirements: Must have a minimum of a Master’s degree or foreign equivalent in Financial Engineering / Financial Mathematics or related and 1 year of experience as a Quantitative Researcher, Quantitative Trader, or related position for a hedge fund or market maker. Must have at least one (1) years of employment experience with each of the following required skills: Utilize options knowledge to perform asset specific research and engage in real trading. Analyze, optimize, and blend different styles of signals that predict various targets in options market. Conduct option portfolio construction based on mathematical optimization problems. Simulate different systematic trade ideas and evaluate backtest performance. Develop monitoring reports for live strategies and perform risk management. P
• Salary / Rate Minimum/yr: $160,000
• Salary / Rate Maximum/yr: $185,000
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• 40 hours/week. The minimum and maximum salary/rate information above include only base salary or base hourly rate. It does not include any other type of compensation or benefits that may be available. Squarepoint is an EEO/AA employer