VP, Quantitative Researcher, Equity — Positioning & Derivatives

F&L Search; England; On-site; GBP 60,000 - 80,000; Full time

Job summary

A leading investment research provider in the United Kingdom is seeking a Quantitative Researcher to fortify their capabilities in equity positioning and derivatives research. The role emphasizes quantitative modeling and involves collaborating with senior researchers to synthesize complex data into actionable insights. Ideal candidates will have a strong equity focus, experience in quantitative research, and expertise in Python and SQL. The position offers significant exposure to senior investors and the opportunity to develop impactful research initiatives.

Qualifications

• Strong equity focus, ideally with derivatives experience.
• Proven ability to work with positioning and flow datasets.
• Highly proficient in Python (NumPy, Pandas) and SQL.

Responsibilities

• Develop and maintain systematic frameworks for equity positioning.
• Analyse options market data and futures positioning.
• Translate model output into research publications and discussions.

Skills

Equity focus

Derivatives experience

Ability to work with datasets

Proficient in Python

Proficient in SQL

Understanding of options market structure

Confident communication

Education

Degree in a quantitative field

Tools

NumPy

Pandas

SQL

Job description

Overview

Our client is a leading provider of investment research and market strategy serving institutional investors globally. They are seeking a Quantitative Researcher to strengthen their capabilities in equity positioning, derivatives flow, and systematic insight generation. The role combines quantitative modelling with market strategy, working closely with senior researchers and clients to turn complex datasets into clear, actionable frameworks.

Key Responsibilities

• Develop and maintain systematic frameworks to monitor equity positioning and flow dynamics across cash equities, derivatives, and ETFs.
• Analyse options market data (open interest, greeks, dealer hedging proxies) and futures positioning (CFTC, index and sector-level exposure).
• Construct short-term indicators linking positioning, flow, and sentiment to performance, volatility, and factor rotation.
• Collaborate with strategists and analysts to translate model output into research publications, presentations, and live client discussions.
• Conduct targeted studies around key events — earnings seasons, macro releases, index rolls, and expiry cycles.
• Oversee research integrity : data ingestion, validation, backtesting, documentation, and reproducibility.

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Ideal Profile

• Strong equity focus, ideally with derivatives experience (index or single-name options).
• Proven ability to work with positioning and flow datasets ; experience with dealer flow models or ETF flows highly desirable.
• Background in a quantitative research or market strategy function — could be from a sell-side institution, asset manager, or independent research provider.
• Highly proficient in Python (NumPy, Pandas) and SQL ; comfortable with data engineering, backtesting, and time-series analytics.
• Understanding of options market structure , hedging dynamics , and cross-asset linkages .
• Confident communicator capable of engaging senior investors and defending views in discussion.
• Degree in a quantitative field (economics, engineering, physics, maths, or similar); postgraduate study advantageous.

Desirable

• Familiarity with dealer positioning frameworks, expiry / roll models, and intraday flow dynamics.
• Exposure to factor and sector analytics across regions.
• Experience automating deliverables or building visual dashboards (e.g., Plotly, Streamlit).
• Comfort working across global datasets and market hours.

Opportunity

This is a high-impact role within a business that blends quantitative research and client engagement , offering strong visibility to senior investors and the chance to build a distinctive flow and derivatives research capability.