Equity Volatility Quant — Trading Desk Analytics & Python

Undisclosed; Greater London; On-site; GBP 70,000 - 120,000; Full time

Job summary

Undisclosed, a London-based investment management firm, is seeking a Quantitative Analyst to support equity volatility traders. You will work closely with traders, with technical direction from the equities quant, and your work will feed trading decisions.

You'll build models, backtest strategies, and develop Python tools while maintaining data quality and clear communication. There is scope to expand into cross-asset volatility over time.

Qualifications

• Degree in maths, physics, engineering, CS or similar quantitative field.
• Strong understanding of equity options, Greeks and volatility structures.
• Strong Python skills to build and validate analytics.
• Attention to data quality and analytical judgement.
• Commercial awareness and clear communication.

Responsibilities

• Price, risk and scenario analysis to support equity vol trading.
• Analyse vol surfaces, skew, term structure and correlations.
• Develop models and analytics for trading and risk monitoring.
• Backtest and investigate pricing discrepancies and market behavior.
• Support Delta One analytics including dividends and forwards.
• Build Python tools with data teams for market data workflows.

Skills

Python

Equity options

Mathematics

Education

Bachelor's degree in maths/physics/engineering/CS

Tools

Pandas/NumPy

Job description

Undisclosed, a London-based investment management firm, is seeking a Quantitative Analyst to support equity volatility traders. You will work closely with traders, with technical direction from the equities quant, and your work will feed trading decisions.

You'll build models, backtest strategies, and develop Python tools while maintaining data quality and clear communication. There is scope to expand into cross-asset volatility over time.