Founded in 2013 by Eric Peters, One River Asset Management is an innovative investment manager dedicated to delivering high-conviction risk mitigative and absolute-return strategies that help our clients build superior portfolios. We see the world in a period of major economic, policy and political transition, with the investment landscape shifting in ways that will make the coming decade look profoundly different from the past decade.
We are currently hiring one person in the Volatility Arbitrage team at One River Asset Management. Our team is specialized at Volatility Arbitrage strategies in equity volatility area.
Key Responsibilities
• Research and implement relative-value volatility strategies, including spread, curve, and cross-asset vol relationships.
• Build, validate, and enhance quantitative models for pricing, risk, and signal generation.
• Analyze historical and real-time market data to identify dislocations and arbitrage opportunities.
• Design and maintain scalable data pipelines in Snowflake and Python to support research, feature engineering, and model training.
• Develop Python-based research and production tools for backtesting, trade simulation, and performance attribution.
• Collaborate across the team to translate research into executable strategies.
• Present research, model results, and implementation details in a clear and concise manner to senior stakeholders.
Qualifications
• 2–5 years of experience as a quantitative researcher, strategist, or quant developer in a hedge fund, bank, or trading firm.
• Proficiency in Python for research, modeling, and data pipelines.
• Hands-on experience with Snowflake or similar cloud-based data warehouses
• Strong quantitative background (statistics, econometrics, applied math, or financial engineering).
• Ability to work in a fast-paced, collaborative, and entrepreneurial environment.
Preferred Skills
• Experience with systematic strategies (relative value, dispersion, correlation or quant macro).
• Exposure to portfolio construction, PnL attribution, and risk modeling.
• Advanced degree (MS/PhD) in a quantitative field is a plus.
