Selby Jennings
Volatility Data Specialist - Systematic Data Platform
Selby Jennings, New York, New York, us, 10261
Data Scientist - Systematic Volatility | NYC
A leading systematic hedge fund in NYC is looking to bring on a Data Scientist to directly support their Systematic Vol & Options Trading Team. You will be responsible for building and scaling a systematic options data platform as well as working with the QRs & PMs to drive data driven solutions and investment strategies. This is a great opportunity for someone who is looking for a collaborative, fast-paced environment and wants to work at the intersection of data engineering, quantitative research, and financial markets.
You will be responsible for:
Curating, cleaning, and analyzing options data to find definable edge Backtesting and researching Vol & Options trading strategies Liaising with PMs and QRs to backtest, research and implement systematic strategies Building and maintaining data platforms, systems and tools Required qualifications:
Strong Python and SQL skills (KDB experience is a plus) 3+ years of experience as a QR, and/or Quant Strategist Experience with option data, trading, or volatility modeling is preferred Production coding experience in Linux environments Degree in quantitative finance, engineering, CS, or related field Strong communication skills and a collaborative mindset
A leading systematic hedge fund in NYC is looking to bring on a Data Scientist to directly support their Systematic Vol & Options Trading Team. You will be responsible for building and scaling a systematic options data platform as well as working with the QRs & PMs to drive data driven solutions and investment strategies. This is a great opportunity for someone who is looking for a collaborative, fast-paced environment and wants to work at the intersection of data engineering, quantitative research, and financial markets.
You will be responsible for:
Curating, cleaning, and analyzing options data to find definable edge Backtesting and researching Vol & Options trading strategies Liaising with PMs and QRs to backtest, research and implement systematic strategies Building and maintaining data platforms, systems and tools Required qualifications:
Strong Python and SQL skills (KDB experience is a plus) 3+ years of experience as a QR, and/or Quant Strategist Experience with option data, trading, or volatility modeling is preferred Production coding experience in Linux environments Degree in quantitative finance, engineering, CS, or related field Strong communication skills and a collaborative mindset