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Acquire Me

Quantitative Researcher

Acquire Me, New York, New York, us, 10261

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Quant Researcher – Equity Derivatives / Convexity Models I'm working directly with a newly appointed Senior Portfolio Manager at a leading trading firm who is building from the ground up a substantial Systematic Equities business. The team will trade strategies at the intersection of systematic credit, equity volatility, and convexity modelling, with a focus on scalable signal discovery and cross-asset applications.

You will partner directly with the PM on research design, infrastructure, and model implementation.

What you’ll do

Research and develop

convexity-aware models

across credit and equity vol strategies.

Build systematic signals across volatility, dispersion, and relative-value dimensions.

Prototype and backtest new strategies using large-scale datasets (Python).

Work closely with the PM to translate research into production.

Qualifications

3+ experience as a

Quant Researcher

in systematic equities, credit or volatility-linked strategies at a buy‑side firm or relevant seat at a top tier BB.

Strong quantitative and programming background (Python, statistics, time-series modelling).

Deep interest in convexity, factor construction, and cross-asset model design.

If this sounds like you - apply or DM me to schedule a confidential discussion.

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