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We are seeking a talented Quantitative Researcher to join a Portfolio Manager's pod in New York for a leading systematic hedge fund. The pod focuses on fully systematic mid-frequency, multi-asset volatility strategies. This is a team of 5 looking for a new hire.

Responsibilities:

• You'll be researching, developing and implementing fully systematic, multi-asset Volatility strategies (MFT)

• Working in a collaborative pod, support with any infrastructure / development requirements when needed

• The team also collaborates on research papers so this specific PM is seeking a talented academic (PhD) with publications / research papers

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About you:

• MUST have buy-side experience, preferably from a pod

• Experience researching, developing and implementing fully systematic volatility strategies

• Strong Python or C++

• PhD in quantitative field (Computer Science, Physics, Mathematics, Stats etc)