My Client, a profitable hedge fund in New York is hiring for an experienced quantitative researcher to aid in building tools internally for volatility traders.

You will work as an internal quantitative consultant, directly with the traders to design and optimize quantitative models in this collaborative quant research team. You will be responsible for backtesting fo data, building models of options of VIX, building swaps and ranking volatility for pricing of single stocks, for example.

Requirements:

- Ph.D in physics, applied math, statistics, engineering

- Strong derivatives knowledge

- Skilled in C++

- 2+ yrs working in quantitative finance

To apply your mathematical knowledge in a collaborative and profitable group, send your resume to Dara at Huxley today.

quant, quantitative, trader, strategist, research, phd, new york, C++, volatility

To apply: Please send your resume in Word format to Dara at Quants.USA@huxley.com

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