Quantitative Researcher (Equity Options)

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

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