Quantitative Researcher - Equity Volatility- Global Hedge Fund

Oxford Knight; London; On-site; GBP 150,000 - 250,000; Full time

Job summary

An established industry player is seeking a Quantitative Researcher specializing in equity volatility. This exciting role involves building a Vol Alpha library and collaborating with Portfolio Managers in a dynamic environment. The successful candidate will have a strong background in Python programming and equity derivatives, contributing to significant projects that enhance trading strategies. Join a forward-thinking team that values collaboration and work-life balance, offering a competitive salary and opportunities for growth. If you're passionate about quantitative research and making a tangible impact, this is the perfect opportunity for you.

Benefits

Significant salary

Bonus opportunities

Collaborative culture

Work-life balance

Qualifications

• 2-6 years of experience in Python programming and equity derivatives modelling.
• Strong skills in volatility surface fitting and backtesting systems.

Responsibilities

• Build a Vol Alpha library for Portfolio Managers and support systematic vol PMs.
• Collaborate closely with engineers, quants, and data scientists.

Skills

Python programming

KDB

SQL

Equity derivatives modelling

Volatility surface fitting

Backtesting systems

QIS Strategies

Classic volatility trading strategies

Job description

Quantitative Researcher - Equity Volatility- Global Hedge Fund

Oxford Knight London, United Kingdom Apply now Posted 5 days ago Permanent £150k // £250k TC

Salary: £150k // £250k TC

Experience: 2-6 years

Summary:

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
• Greenfield work / big impact
• 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.

Contact
If you feel you're suitable for this role, want to hear about similar positions, or would like help hiring similar developers for your company, please send your CV or get in touch:

Richard Allan
[e-mail]
[phone]
linkedin.com/in/richardallanok/

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