Job Description: Quantitative Researcher (Equity Derivatives/Debt)
Position: Quantitative Researcher
Location: NY, Miami, CT
Company: Top-Tier Multimanager Hedge Fund
Employment Type: Full-Time
Responsibilities/experience:
Develop and implement alpha signals across equity derivatives and debt products
Heavy experience backtesting systematic strategies
Develop models to generate trade ideas for convertible bonds and capital structure
Analyze financial data to identify and validate trading opportunities
Collaborate with portfolio managers to enhance investment strategies
Requirements:
Advanced degree in a quantitative field (e.g., Mathematics, Statistics, etc.)
Strong programming skills (e.g., Python proficiency required, C++)
4+ years of experience with alpha signal generation and backtesting
Knowledge of equity derivatives, debt products, convertible bonds, and capital structure
Excellent problem-solving and analytical skills
