Quantitative Researcher - Equity Volatility Job at Selby Jennings, New York, NY

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  • Selby Jennings
  • New York, NY

Job Description

About the Pod:

Join a high-performing systematic equity volatility pod within a leading multi-strategy hedge fund. With over 40 years of combined experience across index and single stock options, the pod is entering a strategic growth phase, aiming to double in size over the next year. The team operates with a collaborative, entrepreneurial culture and benefits from the infrastructure and capital base of a top-tier platform.

Role Overview:

The Sr. PM is seeking a Quantitative Researcher with deep expertise in equity derivatives-particularly index or single stock options. You will play a key role in alpha research, model development, and strategy deployment, working closely with the PM and other experienced members.

Key Responsibilities:

  • Design and implement systematic and semi-systematic trading strategies in equity volatility.
  • Conduct research on volatility surfaces, skew, term structure, and cross-asset vol relationships.
  • Develop and maintain pricing, risk, and execution models.
  • Collaborate with PMs, traders, and engineers to optimize strategy performance and infrastructure.
  • Monitor and refine live strategies, ensuring robustness and scalability.

Qualifications:

  • 2+ years of experience in a quantitative research or trading role focused on equity options.
  • Strong academic background in a quantitative field (e.g., Mathematics, Physics, CS, Engineering).
  • Deep understanding of options pricing, Greeks, and volatility modeling.
  • Proficiency in Python and/or C++; experience with data analysis and backtesting frameworks.
  • Prior experience at a hedge fund, prop trading firm, or bank

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