Quantitative Researcher - Equity Volatility

Great opportunity for an alpha-strategy-focussed Python Quant Researcher to join one of the world’s most prestigious hedge funds.

This is a new specialized team at the firm – Volatility Alpha Development – made up of engineers, quants and data scientists, and you’ll work closely with different Portfolio Managers and their trading pods. You will be building a Vol Alpha library for PMs; existing vol PMs on the discretionary side and being part of the build-out and expansion of new systematic vol PMs to help decrease their onboarding time.

The successful Quant Researcher will enjoy facing off to the business and have exceptional communication skills.

Skills and Experience Required:

• 2-6 years’ Python programming experience; some KDB & SQL is useful
• Substantial experience with equity derivatives modelling, vol surface fitting and backtesting systems
• Experience with QIS Strategies, Equity Derivatives, Equity vol
• Some knowledge of developing classic volatility trading strategies, e.g. dispersion, relative value, VIX complex

Rewards and Incentives:

• Significant salary + bonus and growth
• Very collaborative culture, ideas are implemented
• Work-life balance is highly valued

Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.

Quantitative Researcher – Equity Volatility • London