Quantitative Volatility Researcher

Vienna - Austria

Monthly Salary: Not Disclosed

Posted on: Yesterday

Vacancies: 1 Vacancy

Job Summary

FIRM OVERVIEW

Massar Capital Management LP (Massar) is an alternative investment management company founded in 2015. We employ a global macro trading strategy that seeks to capture investment opportunities across commodity foreign exchange fixed income equity and derivatives markets. With offices in the United States and Europe Massar prides itself on its dynamic entrepreneurial culture. Our investment philosophy combines fundamental understanding of individual assets with a quantitative data-driven process. We build proprietary technology and develop statistical methods to leverage both public and in-house data sets. Our team members possess strong technical skills a passion for problem-solving and an intellectual curiosity about financial markets.

ROLE OVERVIEW

Quantitative Volatility Researcher Vienna Austria

We are seeking a Quantitative Researcher specializing in Volatility to research alphas and improve our existing suite of models. The role involves building and testing volatility strategies creating analytical and risk management tools conducting in-depth market analysis and collaborating closely with team members on research and portfolio risk. The ideal candidate is a mid-level professional with 2 years of experience in volatility research and quantitative modeling. While candidates with experience across all underlying asset classes will be considered there is a particular interest in equity or commodity volatility. Strong communication skills are essential as the role involves daily interaction with both team members and senior management.

RESPONSIBILITIES

Research and analyze volatility data to identify trading opportunities.
Develop deploy and monitor quantitative models used in financial markets.
Evaluate and enhance the performance of existing quantitative models.
Generate and explore new research ideas.
Promote and uphold firm-wide best coding practices.

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.

COMPENSATION

The all-inclusive salary for this positionSTARTSat EUR 95.00000. Competitive and performance-based compensation package depending upon qualifications.

FIRM OVERVIEWMassar Capital Management LP (Massar) is an alternative investment management company founded in 2015. We employ a global macro trading strategy that seeks to capture investment opportunities across commodity foreign exchange fixed income equity and derivatives markets. With offices in ...