Systematic Volatility Quant Researcher – London

Systematic Volatility Quant Researcher – London

A leading hedge fund is seeking a Systematic Volatility Quant Researcher to focus on the complete research cycle of volatility trading strategies. This role is highly practical, requiring expertise in systematic volatility modeling, strategy development, and execution analysis.

The Role:

1. Conduct end-to-end systematic volatility research, from alpha signal generation to execution optimization.
2. Develop, backtest, and refine volatility-based trading strategies across various asset classes.
3. Collaborate with traders and PMs to optimize execution and post-trade performance.
4. Apply advanced quantitative techniques and statistical models to improve trading efficiency.
5. Utilize large datasets, machine learning, and other quantitative methods to identify new opportunities.

Requirements:

1. Prior experience in volatility research at a hedge fund, proprietary trading firm, or systematic trading desk.
2. Hands-on expertise in systematic volatility research—this is a dedicated quant role.
3. Strong programming skills (Python, C++, or similar) for research, modeling, and analytics.
4. London-based or willing to relocate.
5. Experience with execution and post-trade analysis is advantageous.

This is a unique opportunity for a researcher with deep expertise in systematic volatility to impact strategy performance in a sophisticated environment.