Equity Vol - Quant Risk Analyst Job at Selby Jennings, New York, NY

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  • Selby Jennings
  • New York, NY

Job Description

A Multi Strategy Hedge Fund is hiring a Risk Analyst to cover the Equity Volatility business in NYC.

This is a specialized role focused on all equity volatility strategies (Vol Arbitrage, Options Market Making, Dispersion Trading, etc.) and optimizing risk-taking across the business. This hire will work with the Head of Equity Vol, multiple PMs, and the Director of Vol Risk on a daily basis.

You will be optimizing vol trading strategies and risk analytics, building and enhancing vol surface models, and developing Greeks-based hedge strategies for single PM books and the wider portfolio.

For any sell-side quant analysts looking to move to the buyside, this is a great opportunity. In order to be a good fit, you must have expertise with equity derivatives and must come from a front office/front office facing role.

Qualifications:

  • 4+ years of experience in quant strategist/quant risk analyst role
  • Experience building: implied vol surface fitting models, vol fitting tools, forward variance analytics, var swap modelling, VIX futures pricing, option pricing models
  • Proficiency in Python + SQL; experience with Java preferred
  • Familiarity with: correlation and dispersion trading, single-stock and equity index options trading, VIX futures and options, volatility arbitrage and systematic vol strategies

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