Quant Researcher/Data Scientist - Volatility Alpha Technology

Quant Researcher/Data Scientist - Volatility Alpha Technology jobs in United States

Tags

50+ applicants

Original Job Post

Millennium

$175K/yr - $250K/yr

32

FAIR MATCH

Experience Level

44

Skill

Industry Exp.

42

Finance

Responsibilities

Conduct quantitative research on market volatility, including volatility surface fitting, systematic options P&L dataset generation, event volatility analysis, alternative data research, AI-based hypothesis testing, and backtesting platform development

Research global systematic options markets, including single-stock versus index spreads and bespoke ETFs, to develop datasets and prototype strategies that support alpha-focused investment processes

Combine financial intuition with statistical learning techniques to develop predictive models for use in the investment process

Build robust quantitative research infrastructure and systematic datasets for global options and volatility markets

Partner with Senior Portfolio Managers to integrate Volatility Alpha Development datasets into investment strategies and risk-management workflows

Contribute to prototype alpha strategy development across the Volatility Alpha Development platform

Benefits

Discretionary performance bonus

Comprehensive benefits

Glassdoor

3.7

Global diversified alternative investment firm.

New York, New York, USA

https://www.mlp.com

Distribution of Different Job Fields Receiving Sponsorship

80

Represents job field similar to this job

Engineering and Development

Accounting and Finance

Management and Executive

Customer Service and Support

Marketing

Legal and Compliance

Human Resources

Product Management

Trends of Total Sponsorships

*2026

(209)

2025

(249)

2024

(135)

2023

(153)

2022

(146)

2021

Qualifications

Master's degree or PhD in a quantitative STEM field, such as Physics, Mathematics, Statistics, Engineering, or Operations Research

At least three years of experience in investment management or a quantitative research environment

Strong programming skills in Python, R, MATLAB, or C++

Deep knowledge of financial markets, particularly options and derivatives

Experience with machine learning, statistical modeling, and data visualization

Experience across Equity, Commodities, Foreign Exchange, or Interest Rates markets

Excellent analytical, problem-solving, and communication skills

At least three years of experience in investment management or a quantitative research environment.

Required skills

C++, Data Visualization, MATLAB, Machine Learning, Options and Derivatives, Python, Quantitative Research, R, Represents the skills you have, Statistical Modeling, click on the tags

Experience

3+ years