Quantitative Trader

Walleye Capital Full Time•New York, NY

5d•Onsite

About The Position

Walleye Capital is seeking a Quantitative Trader to join an Index Volatility team in New York. This role works directly alongside a Volatility Portfolio Manager in an apprenticeship-style seat, with close partnership across Quantitative Research and Technology teams to research, develop, and automate alpha-generating trading strategies. The ideal candidate will have strong statistical, analytical, and modeling skills, a passion for systematic investing, and interest in developing discretionary trading judgement alongside quantitative research.

Requirements

Proficiency in statistical analysis and modeling of time series financial data in Python is required
Solid understanding of options and volatility concepts, including pricing, greeks, and volatility surface dynamics, is required
Strong communication skills, such as ability to clarify task requirements, communicate research findings, and propose solutions to challenges, are required

Nice To Haves

Experience performing quantitative research or trading at a leading firm is preferred
Demonstrated interest in decision-making under uncertainty, whether through trading, competitive games, or comparable experience, is preferred

Responsibilities

Work directly with portfolio manager to research, design, and automate alpha-generating strategies across volatility markets
Manipulate proprietary and public data to build custom datasets for use in research, signal development, and daily trading
Build predictive models of volatility surfaces and asset prices across short, medium, and long-term horizons using regression and machine learning techniques
Partner with portfolio manager on live trading, risk, and positioning decisions, developing discretionary judgement alongside systematic research
Assume increasing autonomy over time, with a path to operating a secondary book and direct risk-taking responsibility