Enable job alerts via email!
A leading global Hedge Fund based in London is seeking a Quantitative Analyst with at least 2 years of experience in equity vol. Candidates should hold a Master's or PhD in a quantitative field and have strong programming skills in Python. This role offers the opportunity to contribute to various vol strategies in a collaborative environment.
Leading global Hedge Fund ($65bn+ AUM) is looking to grow its Volatility teams in London, with a focus on Equity Vol. They have a large presence in the Vol space, running strategies from fully systematic to quant-informed, both classic RV Dispersion and more esoteric strategies.
We are specifically looking for a Quantitative Analyst, to join a new PM in London, with experience in a semi- or fully systematic equity vol seat. This experience can be within either single stock or index, and any exotics exposure would be great.
The ideal candidate MUST have:
Please attach a CV if you match the above criteria.