Quantitative Researcher (Equity Derivatives)
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About The Position
Schonfeld Strategic Advisors LLC has an opening for a Quantitative Researcher (Equity Derivatives) in New York, NY. The position duties are as follows: Providing quantitative research support the equity derivative portfolio. Responsible for integrating different risk management systems, data feeds and alpha generation. Utilize strong technology skills and advanced programming languages, such as Python or C++, and experience with software solutions to carry out the following day-to-day duties: Working on ad hoc risks scenarios and metrics specific to Volatility strategies; Building & cleaning database of volatilities using external data providers; Improving & creating new volatility metric screeners; Building custom backtester for volatility strategies and statistical analysis of trades; Helping Alpha generation ideas through semi systematic volatility strategies.
