Quantitative Developer

We are seeking a Quantitative Researcher to design and implement cutting-edge algorithms for portfolio optimization, hedging strategies, and income generation through time decay and volatility trading. This role requires a deep understanding of quantitative finance, a passion for data-driven decision-making, and expertise in financial modeling.

Responsibilities:

• Develop and optimize algorithms for portfolio management and hedging strategies.
• Design quantitative models that generate consistent income by leveraging time decay and volatility trading.
• Collaborate with data engineers to integrate, process, and analyze financial data streams.
• Continuously backtest, refine, and enhance trading models to improve performance.

Skills, Qualifications, and Experience:

• 5+ years of experience in quantitative finance, algorithmic trading, or portfolio management.
• Expertise in Python, along with libraries like NumPy, Pandas, and financial modeling tools.
• Strong understanding of derivatives, options trading, and risk management frameworks.
• Experience with backtesting frameworks, market data analysis, and statistical modeling.
• Familiarity with machine learning and alternative data sources is a plus.

Leadership Principles:

• Data-Driven Decision Making Let quantitative insights guide trading strategies and optimizations.

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• Relentless Improvement Constantly refine models to balance risk and reward effectively.
• Alignment with Purpose Build financial models that align with Hushhs mission to create sustainable value.

Why Join Us

• Work at the intersection of finance, data science, and technology.
• Solve complex financial problems with real-world impact.
• Be part of a highly collaborative, data-driven, and innovative team.

If youre passionate about quantitative trading, portfolio optimization, and algorithmic finance, wed love to hear from you!