Our client, a robust US HedgeFund, is currently seeking a Quantitative Researcher for the firm’s Delta One group. The group is focused on quantitative market making and arbitrage strategies in numerous derivative products around the world. Jumping between machine-driven data analysis and our thoughts, we establish meaningful relationships among financial products. Whether we’re generating, testing, or challenging our own hypotheses to create or improve complex trading strategies, we’re constantly learning and exploring new and unknown solutions.

The ideal candidate should be well-rounded, highly driven, and excited to develop creative solutions to challenging real-world trading and data science problems. Candidates should exhibit genuine interest in cutting edge developments in computer science, trading, and data science.

Responsibilities for this role include developing the group’s simulation capabilities, testing and deploying quantitative strategies and strategy improvements, and building research tools and applications. Candidates should have an utmost interest in research, as there are very limited clear or definite answers to the problems we work on. Candidates must also be passionate about solving real world problems with data involving uncertainty, generally by looking at relationships across financial assets.