Volatility Quant Researcher - London

AAA Global; England; On-site; GBP 70,000 - 100,000; Full time

Job summary

A leading investment firm in the UK is seeking a Volatility Quant Researcher to conduct in-depth research into volatility dynamics and develop systematic trading models. The role requires strong programming skills and expertise in options pricing and volatility modeling. Ideal candidates should have 2–7 years of relevant experience in hedge funds or derivatives research. Competitive compensation and opportunities for collaboration with PMs and risk managers are offered.

Qualifications

• 2–7 years’ experience in a leading hedge fund, prop firm, or derivatives research desk.
• Deep understanding of options pricing, volatility modelling, and quantitative methods.
• Strong communication skills and a collaborative mindset.

Responsibilities

• Conduct research into volatility surface dynamics and implied vs. realised relationships.
• Develop and back test systematic signals, risk premia, and execution models.
• Work alongside PMs and risk managers to enhance portfolio construction and hedging frameworks.
• Build tools for signal generation, model calibration, and trade idea testing.
• Collaborate with engineering and data science teams for live trading deployment.

Skills

Options pricing

Volatility modeling

Quantitative methods

Strong programming ability (Python, C++ or similar)

Strong communication skills

Education

Advanced academic background in a quantitative discipline (Maths, Physics, Statistics, CS, or Engineering)

Job description

AAA Global is currently partnering with several leading multi-manager hedge funds to identify exceptional Volatility Quant Researchers. These roles sit within PM pods focusing on systematic and hybrid volatility strategies across global equities, indices, and macro markets.

Responsibilities

• Conduct research into volatility surface dynamics, implied vs. realised relationships, and cross-asset vol behaviour.
• Develop and back test systematic signals, risk premia, and execution models.
• Work alongside PMs and risk managers to enhance portfolio construction and hedging frameworks.
• Build production-ready tools for signal generation, model calibration, and trade idea testing.
• Collaborate with engineering and data science teams to deploy research into live trading environments.

Qualifications

• 2–7 years’ experience in a leading hedge fund, prop firm, or derivatives research desk.
• Deep understanding of options pricing, volatility modelling, and quantitative methods.
• Strong programming ability (Python, C++, or similar).
• Advanced academic background in a quantitative discipline (Maths, Physics, Statistics, CS, or Engineering).
• Strong communication skills and a collaborative mindset.

For consideration, please apply via LinkedIn. A member of the AAA Global team will be in touch with shortlisted applicants to discuss the role in confidence.