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Macro Volatility Quantitative Researcher

New York, NY

Hedge Fund is seeking a Macro Volatility Quantitative Researcher. Conduct Alpha research within the macro vol space and contribute to the existing suite of volatility models. Graduate degree in Computer Science, Mathematics, Physics, Engineering, Finance, Economics, or other related quantitative/analytical field from a top college or university. Industry experience in researching macro volatility trading strategies and generating Alpha.

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SH, New York, NY January 26, 2016