Enterprise Risk Associate, Equity Vol - New York

We are seeking a motivated and detail-oriented candidate with experience in single stock equity options and quantitative analysis to join one of our investment teams. · Assist in developing and validating quantitative models for pricing, volatility modeling, and risk assessment o ...

We are seeking a motivated and detail-oriented candidate with experience in single stock equity options and quantitative analysis to join one of our investment teams. · The candidate will contribute to trading, risk management, alpha generation, and infrastructure development. ...

We are seeking an experienced Equity Volatility Quantitative Strategist to join our front-office quantitative research team in New York. · We require 6-8 years of experience in the finance industry, strong development skills, · and a deep understanding of the equity flow business ...

+An established Quant Hedge Fund focused on systematic volatility trading in NYC is looking for an experienced Equity Vol Quant Researcher to join. · ...

We are seeking an exceptionally talented individual to join our risk team to be a key member focused on risk modeling and monitoring in support of senior leadership in making capital allocation and firm risk management decisions. · Understanding our trading strategies and making ...

An established Quant Hedge Fund focused on systematic volatility trading in NYC is looking for an experienced Equity Vol Quant Researcher to join. · The incoming QR will work in a close-knit, collaborative team and will primarily focus on developing mid-frequency strategies to fu ...

We are seeking an exceptionally talented individual to join our risk team to be a key member focused on risk modeling and monitoring in support of senior leadership in making capital allocation and firm risk management decisions. A successful candidate will help to build and main ...

+Join our risk team to be a key member focused on risk modeling and monitoring in support of senior leadership in making capital allocation and firm risk management decisions. · +Understanding our trading strategies and making sure that the risk inherent in those strategies is ca ...

This is a rare opportunity to join a $15bn+ hedge fund with deep roots in discretionary macro and derivatives trading. · The incoming PM will join an elite group of macro and derivatives investors. · ...

A leading global multi-strategy hedge fund is expanding its Volatility Sub-Portfolio Manager (Sub-Pm) Program in New York City.This is a dedicated platform designed to develop the next generation of senior Portfolio Managers, · built around structured mentorship,risk governance,a ...

I'm working directly with a newly appointed Senior Portfolio Manager at a leading trading firm who is building from the ground up a substantial Systematic Equities business. · ...

Leading global multi-strat seeks senior Quant Traders/PMs for growing equities business.This offers experienced traders the opportunity to build a business with clear strategic runway. · Build and scale your own book · ...

+We are seeking an experienced Portfolio Manager for our quantitative equity strategies team. · + · +5+ years in quant equity at a hedge fund, prop shop, or alternative investment firm, Proven alpha generation in liquid strategies (L/S Equity, Event-Driven, Macro, Vol) · , Track ...

We are currently working with a new lead at a tier one investment bank who is seeking a highly skilled Quantitative Modeler to join their Commodities team, · Advanced degree (MS/PhD) in Mathematics or Physics. · Deep understanding of derivatives pricing and volatility modeling. · ...

We are seeking a Quantitative Researcher to join our team in New York City.The role involves end-to-end development of models from idea generation to live execution with a focus on alpha discovery and volatility modeling. · ...

This is a mid-to-senior level risk role focused on real-time market and liquidity risk oversight for equity options volatility strategies. · Own day-to-day market and liquidity risk oversight for equity options volatility strategies across multiple trading stylesDesign and refine ...

Murex Market Risk Specialist with strong experience in configuring and supporting Murex Risk modules (MRA, VaR, SIMM, Greeks). Manage market risk setup reporting regulatory alignment across Front Office Risk IT. · Configure support Murex Risk Engine (MRA) VaR Greeks Risk Matrices ...

To join New York City based team focusing on building and expanding next-generation U.S. equity and index options research and trading platform. · ...

This is a mid-to-senior level risk role focused on real-time market and liquidity risk oversight for equity options volatility strategies. · ...

As a focal point for one of the division's key priority initiatives, · the team operates in an entrepreneurial environment but with the resources of a large organization. · We design and employ highly-scalable portfolio management systems to create equity-based strategies to meet ...