A top-tier global hedge fund is hiring an exceptional Equity Volatility Quantitative Researcher (QR) to join its investment team in the US or UK. This role offers the opportunity to work at the intersection of quantitative research and derivatives trading, with a specific focus on equity volatility strategies—including options pricing, volatility surface modeling, relative value, dispersion, and vol arbitrage.
The ideal candidate will have strong quantitative modeling skills, deep knowledge of equity derivatives, and experience working in a front-office environment at a hedge fund, bank, or proprietary trading firm. Proficiency in Python, C++, or similar programming languages is essential, along with a PhD or advanced degree in a quantitative field such as Mathematics, Physics, Statistics, or Financial Engineering.
You will collaborate closely with Portfolio Managers and Traders to design and refine models that drive PnL, implement robust research frameworks, and contribute to the continuous evolution of volatility-focused strategies. This is a rare chance to join one of the world’s most sophisticated investment platforms and directly impact trading performance at scale.
Share
Similar Jobs: