Quantitative Researcher, Single Stock Volatility

Firm Overview

Walleye Capital is a $17 billion multi-strategy investment firm headquartered in New York City with over 400 employees across five main offices. Founded in 2005 as an options market maker we have organically grown into a global investment firm specializing in Volatility Fundamental Equities and Quant strategies.

At Walleye we continuously innovate by focusing on three core principles: approach platform and people. Our approach is to allocate risk capital where we believe there is not only a compelling opportunity but also a clear ability to define our tangible edge. We seek to leverage the mathematical benefits of diversification while utilizing sophisticated infrastructure technology and our balance sheet to do so in a structurally advantageous way. Our platform developed over two decades is central to our operations evolving alongside business complexities and technological advancements to support our teams success. Our people are our greatest asset and weve cultivated an environment that attracts top talent by balancing autonomy with collaboration and intelligence with integrity.

Quantitative Researcher Single Stock Volatility

We are seeking a Quantitative Researcher to join our Single Stock Volatility team in Miami. This role partners closely with the Head of Equity Volatility Portfolio Managers Quantitative Researchers and Technology teams to research develop and automate alpha-generating trading strategies. The ideal candidate will have strong statistical analytical and modeling skills with a passion for quantitative research and systematic investing.

Responsibilities:

• Research develop and automate alpha-generating trading strategies alongside the Portfolio Manager and quantitative researchers.
• Build and maintain proprietary datasets for research and model development.
• Develop predictive models across short- medium- and long-term horizons using statistical and machine learning techniques.
• Build portfolio optimization tools to monetize trading signals and manage risk.
• Partner with technology teams to automate strategy execution.

Qualifications:

• Proficiency in Python and statistical modeling of financial time series.
• Basic understanding of equities and options.
• Bachelors or advanced degree in Mathematics Computer Science Engineering or another quantitative discipline.
• Open to new graduates and candidates with up to two years of relevant experience.
• Strong communication skills with the ability to clearly present research findings and collaborate across teams.
• High attention to detail and commitment to producing accurate high-quality work.

Walleye is an equal opportunity employer. Individuals seeking employment are considered without regard to race color religion national origin age sex marital status ancestry physical or mental disability veteran status sexual orientation or any other category protected by applicable law.

If you require a reasonable accommodation to participate in any part of our hiring process please contact

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