A reputable hedge fund is seeking to hire a Quant Researcher who will work directly under the Senior Portfolio Manager at one of their Philadelphia offices. Working in a small team with seasoned colleagues who are growing the firm's quantitative division is an amazing opportunity.
The chosen applicant should ideally have some background in volatility arbitrage research strategies as well as a basic understanding of equity derivatives products.
- BCs, MSc in a quantitative subject such as mathematics, physics, engineering or any other STEM related subject.
- Experienced coding in Python or any other computer language such as C++, Python or Java.
- Detail orientated and able to operate in a team environment, being able to communicate clearly is essential.
- MUST have 2+ Years experience in a Quant Research role in a similar position.
If you believe you fit the requirements, please feel free to apply or get into contact with me.