Acquire Me
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锦 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+ years experience as aätze
Quant Research charset
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.
Seniority level Mid‑Senior level
Employment type Full-time
Job function Finance
Base pay range $250,000.00/yr - $350,000.00/yr
Location New York, NY
#J-18808-Ljbffr
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锦 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+ years experience as aätze
Quant Research charset
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.
Seniority level Mid‑Senior level
Employment type Full-time
Job function Finance
Base pay range $250,000.00/yr - $350,000.00/yr
Location New York, NY
#J-18808-Ljbffr