Role Description:
Citadel Fixed Income & Macro is looking for an exceptional Desk Analyst to provide research and quantitative analysis on Global Equity Volatility.
Responsibilities:
- Utilize quantitative and statistical methods to complete data-driven research projects, including strong backtesting skills
- Monitor global equity markets across US, Europe and Asia for dislocations and opportunities
- Wide range of products and trades including variance, dividends, and VIX products
- Model systematic flows including ETF supply/demand
- Work in close integration with Technology and Quantitative Research to test and implement software changes, develop algorithms, and enhance strategy, tactics and process
- Opportunity to contribute to portfolio manager’s investment process by driving timely alpha opportunities