Quantitative Researcher - Volatility (II)
About The Position
Squarepoint Services US LLC seeks a Quantitative Researcher - Volatility for its New York, New York location. This role involves researching and implementing strategies within the firm’s automated trading framework, analyzing large datasets using advanced statistical methods to identify trading opportunities, and developing a strong understanding of market structure across various exchanges and asset classes. The position requires independent performance of comprehensive and high-quality research, and the design and implementation of new components within trading simulation and backtesting frameworks. The role also includes developing strategies across multiple asset classes and financial markets in multiple regions (US, Europe, APAC).
Requirements
- Minimum of a Bachelor’s degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study.
- 1 year of experience as a Graduate Quantitative Researcher, Quantitative Researcher, or related position for an investment/asset management organization.
- At least 1 year of employment experience with financial intuition and/or experience in options/derivatives.
- At least 1 year of employment experience using programming languages (Python and KDB/Q) for data analysis, implementing algorithms, and writing business logic.
- At least 1 year of employment experience performing comprehensive and high-quality research.
- At least 1 year of employment experience with multiple asset classes and financial markets in the US, Europe, and APAC.
- At least 1 year of employment experience using Git version control and source code management.
- At least 1 year of employment experience working with integrated development environments (Visual Studio Code).
Responsibilities
- Research and implement strategies within the firm’s automated trading framework.
- Analyze large data sets using advanced statistical methods to identify trading opportunities.
- Develop a strong understanding of market structure of various exchanges and asset classes.
- Independently perform comprehensive and high-quality research.
- Design and implement new components within trading simulation and backtesting frameworks.
- Developing strategies across multiple asset classes and financial markets in multiple regions (US, Europe, APAC).
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
