Quantitative Researcher

Equity Volatility Quantitative Researcher – Global Multi-Strategy Hedge Fund (London)

A world-leading multi-strategy hedge fund is building out its Macro Technology group with a dedicated hire on the Equity Volatility side. This is a high-profile, front-office role where you’ll sit at the intersection of research, engineering, and trading, working directly with portfolio managers to design and implement the pricing models and quantitative infrastructure that powers live decision‑making.

The mandate is broad and impactful: you’ll be hands‑on from day one, shaping pricing models for listed and OTC products, building volatility surfaces, designing real‑time P&L and risk engines, and delivering high‑performance analytics that traders depend on intraday.

• Build and maintain equity derivatives pricing and calibration models (listed & OTC).
• Develop real-time risk and P&L processes used directly by PMs during trading.
• Construct and refine volatility surfaces, macro datasets, and analytics to support research and back‑testing.
• Collaborate with portfolio managers and analysts to design bespoke tools and workflows.
• Engineer high-performance quant libraries in C++17/20, with Python for research and prototyping.

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Please contact dan for more information.

If this role isn't right for you, but you know of someone who might be interested, we have a market-leading referral scheme in place to thank anyone who refers a friend who is successfully placed! T&Cs apply.