Responsibilities:
- Conduct alpha research on intraday, systematic, single name equity options
- Working collaboratively with a PM and other researchers to develop stat arb and single stock options trading strategies
- Working with different data sets such as market microstructure data and alt data
Requirements:
- 4-6 years experience generating alpha for single stock options or statistical arbitrage at a hedge fund or prop trading firm
- Experience working with microstructure and alt data in an alpha research capacity
- Strong technical skills with proficiency in Python for data analysis and research
- Advanced Degree in a Quantitative field (Statistics, Computer Science, Mathematics, Electrical Engineering, etc.)
- Strong communication skills and the ability to work in a collaborative environment
