Quantitative Researcher — Options

A leading systematic hedge fund is seeking a Quantitative Researcher to join its options and volatility research team in London. The firm manages tens of billions in AUM and operates at the intersection of cutting-edge statistical modelling, deep market microstructure understanding, and large-scale systematic execution.

This is a high-ownership role where research translates directly into live strategies. You will work alongside some of the best quantitative minds in the industry, with access to proprietary datasets and world-class infrastructure.

Responsibilities:

• Develop and refine systematic alpha signals across equity and index options markets
• Research volatility surface dynamics, term structure, and cross-asset vol relationships
• Build and backtest end-to-end systematic strategies from idea to production
• Collaborate with portfolio managers and execution teams on live deployment
• Apply advanced statistical and ML techniques to large structured and unstructured datasets

Requirements:

• PhD or equivalent research pedigree in mathematics, statistics, physics, or a related quantitative field
• Strong options pricing knowledge — from BSM fundamentals to volatility smile modelling
• Hands-on experience with systematic strategy research in an options or volatility context
• Proficiency in Python; familiarity with C\+\+ or Julia a plus
• Prior experience at a prop trading firm, systematic hedge fund, or quantitative investment bank desk strongly preferred
• Ability to work independently and drive research from hypothesis through to live strategy

Why Join?

• Genuine research autonomy within a collaborative, intellectually rigorous team
• PnL visibility and direct impact on live books from day one
• Compensation benchmarked to the very top of the market
• A firm with a long track record of outperformance and continued growth

For more info, contact our Director, Tom O'Cuinneagain, or apply below.