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Senior Quant Researcher

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New York, New York, United States Selby Jennings Full time

A $75B AUM Asset Management Firm is looking for a QR to join their global volatility modeling team. They will collaborate with Quantitative Researchers and Traders across several asset classes, including Equity, Rates, FX and Commodities to develop models, trading tools and propriety analytics library. The ideal candidate will have a Ph.D. or a Master's Degree in a quantitative discipline, and a strong Commodities background. This is an opportunity to join a team at a highly esteemed buy side firm that is rapidly growing after a successful year.

Key Responsibilities:

  • Collaborate with Traders and Researchers to develop current models covering Commodities
  • Develop library and trade infrastructure used for derivative valuation and risk analysis
  • Enhance current volatility models to forecast future returns and model risk

Ideal Candidate:

  • Master's Degree or Ph.D. in a quantitative field
  • Strong communication and interpersonal skills
  • Experience working on a Commodities desk preferred