Quantitative Volatility Researcher

Massar Capital Management, LP is seeking a Quantitative Volatility Researcher to research alphas and improve existing models. The role involves building and testing volatility strategies, creating analytical and risk management tools, and collaborating with team members.

Requirements

• Graduate degree in computer science, mathematics, physics, engineering, finance, economics or a related quantitative field from a top university.
• Proficiency in Python or another comparable programming language.
• Strong understanding of financial markets, with specific exposure to volatility strategies.
• Excellent communication skills, with a self-starter mindset, eagerness to learn, and a collaborative spirit.
• Strong analytical and problem-solving skills.

Benefits

• Competitive and performance-based compensation package
• All-inclusive salary