Job Title

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.Relentless Improvement – Constantly refine models to balance risk and reward effectively.Alignment with Purpose – Build financial models that align with Hushh’s 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 you’re passionate about quantitative trading, portfolio optimization, and algorithmic finance, we’d love to hear from you!