Job Opportunity
Quantitative Volatility Researcher
Hong Kong
Hedge Fund is seeking a Quantitative Volatility Researcher. Work in core volatility Alpha research team on conducting quantitative research on market volatility. Master’s or PhD degree in quantitative fields such as Computer Science, Engineering, Applied Mathematics, Statistics, Physics, or related disciplines. Minimum 3 years of experience working on quantitative vol research projects/tools. Python programming skills.
Want the Full Job Details?
To access the details for this job (and hundreds like it), you need to upgrade to a premium account.
Already have an account? Log in here!

