Finance - Quantitative Research Analyst (Greenwich, CT): Construct a systematic trading strategy in equity indices options markets to predict volatility spikes in options markets by building signals that combine macroeconomic data & time series implied vol projections. Conduct investment research on cross-asset class correlations in different stages of the business cycle, which enables cross-asset strategy mapping & produces higher return with a better risk profile & scalability. Develop risk management, automatic rebalancing, & Profit & Loss ("P&L") attribution tools for funds under management. Track macroeconomic events & analyze data to determine impact on team strategies & portfolios.

Requires Bachelor's degree plus knowledge or experience in the following must have been gained through academic research, coursework, &/or experience: Global macro research for investor clients; econometric & statistical techniques necessary for analyzing properties of financial & economic data; & programming in Python or related object-oriented programming languages.