Quantitative Researcher (Volatility Medium-Frequency)

Squarepoint Capital • New York, NY

12h • Onsite

About The Position

Squarepoint Services US LLC seeks a Quantitative Researcher (Volatility-Medium-Frequency) for its New York, New York location. This role involves conducting quantitative research to design, backtest, and implement systematic volatility trading strategies across equities, indices, and other liquid derivatives markets. The researcher will develop and refine statistical and machine learning models for volatility forecasting, options pricing, and risk premia capture, utilizing large-scale historical and real-time data. Collaboration with traders, technologists, and risk managers is crucial to translate research insights into robust production signals and fully automated trading systems. Continuous monitoring, evaluation, and improvement of strategy performance, including parameter calibration, risk controls, and transaction cost optimization in a high-performance computing environment, are also key aspects of the position.

Requirements

• Minimum of a Master’s degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study, Financial Economics or Operations Research
• 3 years of experience as a Quantitative Researcher, Research Associate, Quantitative Analyst, Equity Derivatives Trader or related position for an investment/asset management organization
• At least three (3) years of employment experience with Programming with C++, Java, Python or KDB
• At least three (3) years of employment experience with Conducting research on trading equity derivatives, swaps and options
• At least three (3) years of employment experience with Analyzing large financial datasets to calibrate models or volatility surfaces
• At least three (3) years of employment experience with Alpha or signal research in volatility trading, including developing and backtesting systematic signals to detect mispricing or relative-value opportunities
• At least three (3) years of employment experience with Managing large and complex portfolios with disciplined risk control, including the design, implementation, and continuous refinement of quantitative risk models, PnL attribution/explanation frameworks, and scenario/stress analysis
• At least three (3) years of employment experience with Quantitative portfolio construction using optimization-based frameworks (mean-variance, factor-based), incorporating model-derived risk estimates and practical constraints

Responsibilities

• Conduct quantitative research to design, backtest, and implement systematic volatility trading strategies across equities, indices, and other liquid derivatives markets
• Develop and refine statistical and machine learning models for volatility forecasting, options pricing, and risk premia capture, using large-scale historical and real-time data
• Collaborate closely with traders, technologists, and risk managers to translate research insights into robust production signals and fully automated trading systems
• Continuously monitor, evaluate, and improve strategy performance, including parameter calibration, risk controls, and transaction cost optimization in a high-performance computing environment

What This Job Offers

• Job Type: Full-time
• Career Level: Senior