Quantitative Volatility Researcher, Vienna

Quantitative Volatility Researcher, Vienna

Massar Capital Management is an award-winning hedge fund with superior performance that prides itself on its dynamic, entrepreneurial culture. We trade across global markets including commodities, foreign exchange, fixed income, equities, and derivatives. Our investment philosophy combines fundamental understanding of individual assets with a quantitative and data driven process. We build proprietary technology and develop statistical methods to leverage public and in-house data sets. Our team members combine strong technical skills with a passion for problem solving and an intellectual curiosity about financial markets.

ROLE OVERVIEW

We are looking for an experienced Quantitative Researcher specializing in Volatility to research alphas and improve our existing suite of models. The role entails the development and testing of volatility strategies, creation of analytical and management tools, conducting market analyses, and collaboration with team members on research and risk management. The ideal candidate would be a mid-level professional who has 2+ years of experience in volatility and quantitative modeling. While all underlying asset classes will be considered, there is particular interest in equity or commodity volatility research. Strong communication skills are necessary as there will be daily interaction with team members and management.

JOB DESCRIPTION: QUANTITATIVE VOLATILITY RESEARCHER– FULL TIME

• Research and analyze volatility data
• Develop, deploy, and monitor models which trade in financial markets
• Evaluate and improve existing quantitative models
• Generate new ideas for additional research

REQUIRED QUALIFICATIONS

• Graduate degree in computer science, math, physics, engineering, finance, economics or other related quantitative/analytical field from a top college or university
• Proficient in Python or another equivalent language
• Extensive knowledge of financial markets
• Excellent communication skills, self-starter, quick learner, positive attitude, and team player
• Strong analytical skills

POSITION DETAILS