Quantitative Researcher – Volatility Strategies

An established quantitative investment firm is seeking an experienced Quantitative Researcher to join a team focused on volatility-related research and trading strategies. This position supports the continued development and expansion of a dedicated volatility research function and involves close collaboration with senior leadership to execute strategic initiatives.

The role centres on developing analytical tools and researching systematic strategies within global volatility markets. Candidates should have strong expertise in volatility modelling, statistical methods, and options market dynamics.

Key Responsibilities

• Develop and maintain proprietary pricing and analytics tools for volatility research
• Calibrate implied volatility surfaces across single-stock, index, and ETF options markets
• Partner with software engineers to deploy models into research, backtesting, and live trading environments
• Design, implement, and refine systematic trading strategies targeting volatility market opportunities
• Analyse large financial datasets to identify predictive signals and develop tradable strategies
• Evaluate and apply academic research in quantitative finance to enhance model robustness and performance
• Enhance existing models by incorporating new datasets and advanced quantitative techniques
• Collaborate with quantitative researchers to test hypotheses through structured experimentation and simulation

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Candidate Profile

• Bachelor’s, Master’s, or PhD in a STEM discipline
• Minimum five years of experience in quantitative research with a focus on volatility markets
• Strong programming skills, particularly in Python, and experience with statistical modelling
• Practical knowledge of industry-standard volatility models and options pricing frameworks
• Familiarity with C\+\+ is advantageous
• Demonstrated ability to solve complex problems and work both independently and collaboratively

To apply, please send your CV in word format to [email protected]