Senior Quantitative Researcher (Equity Derivatives)
: Job Details :

Senior Quantitative Researcher (Equity Derivatives) at Schonfeld Strategic Advisors LLC (Miami, FL and New York, NY).Providing quantitative research support the equity derivative portfolio. Responsible for integrating different risk management systems and data feeds. Utilize strong technology skills and advanced programming languages, such as Python or C++, and experience with software solutions to carry out the following day-to-day duties:1.Working on ad hoc risks scenarios and metrics specific to Volatility strategies;2.Building & cleaning database of volatilities using external data providers;3.Improving & creating new volatility metric screeners; 4.Building custom backtester for volatility strategies and statistical analysis of trades; and5.Helping Alpha generation ideas through semi systematic volatility strategies.Requires a Master's Degree in Physics, Quantitative Finance, Computer Science, or Mathematics or a related quantitative field or foreign equivalent, plus 4 years of experience as a Quantitative Researcher or Quantitative Developer, or a similar role working in equity derivatives. Experience must include:1.4 year(s) of experience utilizing advanced programming languages, such as Python, C++, and Java.2.4 year(s) of experience with Cluster/Scheduler software solutions.3.3 year(s) of experience in leveraging financial analysis to create mathematical models to develop improved tools or advanced financial instruments.4.3 year(s) of experience in designing, developing, and improving financial models and analytics for execution research and quantitative trading.5.3 year(s) of experience in building and calibrating market impact models6.3 year(s) of experience in equity derivatives pricing and risk computing.7.4 year(s) of experience in volatility financial models, including equity derivatives.8.4 year(s) of experience in the optimization of collecting, filtering, and analyzing market data using databases 9.2 year(s) of professional or academic experience in machine learning algorithms regressions and classifications algorithms.Part-time telecommuting permitted. Basepay for role expected between $250k-$250k/yr. Expected base pay range based on info at time post was generated. Role may be eligible for other forms of comp such as performance bonus & competitive benefits package. Actual compensation for successful candidate TBD based on variety of factors such as skills, qualifications, & experience. CV to Dylan Katz at ...@schonfeld.com, Ref. SQR24Minimum Salary: 250000 Maximum Salary: 250000 Salary Unit: Yearly