Quantitative Researcher | Volatility

We are seeking a highly skilled Volatility Quant Researcher with a strong focus on options to join a Tier 1 hedge fund in London. This is an opportunity to work on brand-new strategies with vast freedom to explore and research innovative ideas. You will collaborate closely with traders and other senior researchers—many with 10+ years of experience—to design and implement systematic strategies that leverage volatility dynamics and deliver a competitive edge in options trading.

You will have the autonomy to shape new trading concepts, test hypotheses, and bring academic insights into real-world applications.

• Research and develop volatility and options models, including stochastic volatility and local volatility frameworks.
• Design and backtest systematic options trading strategies across asset classes.
• Analyse large datasets and market microstructure to optimise execution and improve forecasting accuracy.
• Integrate models into production systems for real‑time trading and risk management.
• Stay ahead of market trends and academic research to incorporate innovative techniques.

• Advanced degree (PhD) in Mathematics, Statistics, Physics, or related quantitative discipline.
• 1+ years of experience in quantitative research or systematic trading, with a focus on volatility strategies.
• Strong understanding of options, stochastic calculus, and volatility modelling.
• Proficiency in programming languages such as Python and C++ for model development.
• Experience with time‑series analysis, numerical methods, and Monte Carlo simulations.
• Ability to work in a fast‑paced trading environment and deliver robust solutions.

Mid-Senior level

Full-time

Finance

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City Of London, England, United Kingdom