FIRM OVERVIEW
Massar Capital Management, LP (“Massar”) is an alternative investment management company founded in 2015. We employ a global macro trading strategy that seeks to capture investment opportunities across commodity, foreign exchange, fixed income, equity, and derivatives markets. With offices in the United States and Europe, Massar prides itself on its dynamic, entrepreneurial culture. Our investment philosophy combines fundamental understanding of individual assets with a quantitative, data-driven process. We build proprietary technology and develop statistical methods to leverage both public and in-house data sets. Our team members possess strong technical skills, a passion for problem-solving, and an intellectual curiosity about financial markets.
ROLE OVERVIEW
Quantitative Volatility Researcher | Vienna, Austria
We are seeking a Quantitative Researcher specializing in Volatility to research alphas and improve our existing suite of models. The role involves building and testing volatility strategies, creating analytical and risk management tools, conducting in-depth market analysis, and collaborating closely with team members on research and portfolio risk. The ideal candidate is a mid-level professional with 2+ years of experience in volatility research and quantitative modeling. While candidates with experience across all underlying asset classes will be considered, there is a particular interest in equity or commodity volatility. Strong communication skills are essential, as the role involves daily interaction with both team members and senior management.
RESPONSIBILITIES
- Research and analyze volatility data to identify trading opportunities.
- Develop, deploy, and monitor quantitative models used in financial markets.
- Evaluate and enhance the performance of existing quantitative models.
- Generate and explore new research ideas.
- Promote and uphold firm-wide best coding practices.
REQUIREMENTS
- Graduate degree in computer science, mathematics, physics, engineering, finance, economics or a related quantitative field from a top university.
- Proficiency in Python or another comparable programming language.
- Strong understanding of financial markets, with specific exposure to volatility strategies.
- Excellent communication skills, with a self-starter mindset, eagerness to learn, and a collaborative spirit.
- Strong analytical and problem-solving skills.
COMPENSATION
The all-inclusive salary for this position STARTS at EUR 95.000,00. Competitive and performance-based compensation package, depending upon qualifications.
Top Skills
What We Do
Massar Capital Management, LP (“Massar”) is an alternative investment management company based in Stamford, CT. Massar employs discretionary global macro trading strategies that seek to capture investment opportunities across liquid commodity, foreign exchange, fixed income and equity markets. The firm manages assets on behalf of a diverse range of clients including pension plans, insurance companies, financial institutions, family offices, qualified individual investors, among others. Massar was founded in 2015 by Chief Investment Officer, Marwan Younes.
Massar has been recognized by industry publications and peers as a recipient of the following awards:
HFM US Performance Awards 2020: Macro Under $1bn
HFM US Performance Awards 2021: Macro Under $1bn
Hedgeweek US Awards 2020: Best Macro Hedge Fund
Investors Choice Awards 2020: Global Macro Fund
This profile and any links posted through this profile do not convey investment advice nor are they to be considered an offer of any type with respect to any securities or other financial products.
Trading in commodity interests involves a substantial risk of loss. Past Performance is not indicative of future returns.
