Volatility Quantitative Researcher | Single Stock Equities | Hedge Fund

We’re partnered with an established US hedge fund that’s looking to add a Quantitative Researcher to its Single Stock Volatility team in Miami. This is an opportunity to work directly with the Head of Equity Volatility and experienced portfolio managers while developing research that contributes to live trading performance. What you’ll do: Research and develop alpha-generating strategies across single-stock equities and options. Build predictive models across short, medium, and long-term horizons using statistical and machine learning techniques. Build and maintain proprietary datasets for research and model development. What you’ll bring: Strong Python skills and experience modeling financial time series. A foundational understanding of equities and options. A bachelor’s or advanced degree in Mathematics, Computer Science, Statistics, or another quantitative discipline. #J-18808-Ljbffr Delmar Nord