Quantitative Researcher (Volatility Medium-Frequency)

Squarepoint Services US LLC seeks a Quantitative Researcher (Volatility-Medium-Frequency) for its New York, New York location. Duties: Conduct quantitative research to design, backtest, and implement systematic volatility trading strategies across equities, indices, and other liquid derivatives markets. Develop and refine statistical and machine learning models for volatility forecasting, options pricing, and risk premia capture, using large-scale historical and real-time data.

Collaborate closely with traders, technologists, and risk managers to translate research insights into robust production signals and fully automated trading systems.  Continuously monitor, evaluate, and improve strategy performance, including parameter calibration, risk controls, and transaction cost optimization in a high-performance computing environment.

Must have a minimum of a Master’s degree or foreign equivalent in any STEM (Science, Technology, Engineering, or Math) field of study, Financial Economics or Operations Research and 3 years of experience as a Quantitative Researcher, Research Associate, Quantitative Analyst, Equity Derivatives Trader or related position for an investment/asset management organization.

Must have at least three (3) years of employment experience with each of the following required skills: Programming with C++, Java, Python or KDB. Conducting research on trading equity derivatives, swaps and options. Analyzing large financial datasets to calibrate models or volatility surfaces. Alpha or signal research in volatility trading, including developing and backtesting systematic signals to detect mispricing or relative-value opportunities.

Managing large and complex portfolios with disciplined risk control, including the design, implementation, and continuous refinement of quantitative risk models, PnL attribution/explanation frameworks, and scenario/stress analysis. Quantitative portfolio construction using optimization-based frameworks (mean-variance, factor-based), incorporating model-derived risk estimates and practical constraints.

Salary / Rate Minimum/yr: $200,00 Salary / Rate Maximum/yr: $235,000 40 hrs/wk. The minimum and maximum salary/rate information above include only base salary or base hourly rate.  It does not include any other type of compensation or benefits that may be available. Squarepoint is an EEO/AA employer.

Squarepoint Capital is a leading global investment management firm that develops quantitative investment strategies to achieve high quality returns for our clients. We are a data and technology driven firm who specialize in developing automated trading systems that execute across global financial markets.