# Quantitative Researcher - Volatility (I) [Squarepoint Capital](https://www.jorb.ai/firms/squarepoint-capital.md) · New York · United States · [Hedge Fund & Quant](https://www.jorb.ai/jobs/hedge-fund-quant.md) Squarepoint Capital is hiring a Quantitative Researcher - Volatility (I) in New York. Posted 2026-08-11; applications close 2026-10-10. **Apply**: https://www.squarepoint-capital.com/open-opportunities?id=8089821&gh_jid=8089821 Posted 7d ago. ## Role details ## Quantitative Researcher – Volatility Squarepoint Services US LLC seeks a Quantitative Researcher Volatility Team for its New York, New York location. ## Duties - Formulate mathematical and simulation models of investment strategies, defining relationships among constants and variables, restrictions, alternatives, conflicting objectives, and numerical parameters to improve trading via computerized algorithms. - Utilize knowledge of mathematical models and technologies; statistical techniques including regression analysis, machine learning, and statistical inference; and financial and computer skills to enhance investment strategies across equities and other asset classes. - Produce and implement sophisticated analyses that describe new statistical effects, assess robustness of effects, and develop new quantitative strategies based on those effects. - Perform validation and testing of trading simulations and critical trading applications. - Build applications using Shell and Python to automate daily data dependency processing for trading strategies. - Use KDB/Q and Python to analyze existing strategy behavior and propose and implement improvements. - Utilize Excel/VBA mathematical models and KDB analysis tools to track market history for specific asset classes to evaluate future profit potential and risk margins. - Manage live trading automation and perform continuous monitoring of risk related to live trading automation. - Leverage asset-class-specific experience to identify new patterns in market data and explore methods to optimize execution costs. - Use extensive knowledge of market structure and statistical arbitrage to improve existing trading strategies and develop new trading strategies. - Assist senior quantitative researchers in building, validating, releasing, and maintaining highly complex automated trading models. - Pilot research projects spanning multiple teams across multiple regions to develop new mathematical models and analytical tools for critical investment decision-making. ## Requirements - Minimum of a Master’s degree (or foreign equivalent) in Financial Engineering / Financial Mathematics or a related field. - 1 year of experience as a Quantitative Researcher, Quantitative Trader, or related position for a hedge fund or market maker. - At least 1 year of employment experience with the following required skills: - Use options knowledge to perform asset-specific research and engage in real trading. - Analyze, optimize, and blend different styles of signals that predict various targets in options markets. - Conduct option portfolio construction using mathematical optimization problems. - Simulate systematic trade ideas and evaluate backtest performance. - Develop monitoring reports for live strategies and perform risk management. - Program in KDB+/Q and Python for data analysis and strategy development. ## Compensation - Base salary range: $160,000 – $185,000 per year ## Work Schedule 40 hours/week. The minimum and maximum salary/rate information above include only base salary or base hourly rate and do not include other forms of compensation or benefits that may be available. ## Applying to this role This Quantitative Researcher - Volatility (I) role at Squarepoint Capital runs through the firm's own careers portal and expects a CV and cover letter written specifically for the posting, not a portable submission carried across firms. Jorb AI's application agent tailors a CV and cover letter from your background to this posting and tracks the role alongside the rest of your applications. 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