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Systematic Volatility Quant Researcher – London
Eka FinanceLondon, United Kingdom25 days ago
Job type
- Full-time
- Permanent
Job descriptionPrior experience in volatility research within a hedge fund, proprietary trading firm, or systematic trading desk. Hands-on systematic research expertise in volatility markets—this is a pure quant role. Strong programming skills (Python, C++, or similar) for research, modeling, and execution analytics. London-based or willing to relocate. Exposure to execution and post-trade analysis is a strong plus.
T Posted byRecruiterA leading hedge fund is looking to hire a Systematic Volatility Quant Researcher to focus on the full research cycle of volatility trading strategies. This role is highly hands-on, requiring deep expertise in systematic volatility modeling, strategy development, and execution analysis.
The Role :
- Conduct end-to-end systematic volatility research , from alpha signal generation to execution optimization.
- Develop, backtest, and refine volatility-based trading strategies across asset classes.
- Work closely with traders and PMs to optimize execution and post-trade performance.
- Utilize advanced quantitative techniques and statistical models to enhance trading efficiency.
- Leverage large datasets, machine learning, and quantitative methods to uncover new opportunities.
Requirements :
This is an exceptional opportunity for a researcher with deep systematic volatility expertise to have a direct impact on strategy performance in a highly sophisticated environment.
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Quant Researcher • London, United Kingdom