Systematic Volatility Quant Researcher - London

eFinancialCareers
London, United Kingdom
3 weeks ago
Job Type
Permanent
Work Pattern
Full-time
Work Location
On-site
Seniority
Mid
Education
Degree
Posted
6 May 2026 (3 weeks ago)

The Role:

  1. Conductend-to-end systematic volatility research , from alpha signal generation to execution optimization.
  2. Develop, backtest, and refinevolatility-based trading strategies across asset classes.
  3. Work closely with traders and PMs tooptimize execution and post-trade performance.
  4. Utilize advanced quantitative techniques and statistical models to enhance trading efficiency.
  5. Leverage large datasets, machine learning, and quantitative methods to uncover new opportunities.

Requirements:

  1. Prior experience in volatility research within a hedge fund, proprietary trading firm, or systematic trading desk.
  2. Hands-on systematic research expertise in volatility markets—this is a pure quant role.
  3. Strong programming skills (Python, C++, or similar) for research, modeling, and execution analytics.
  4. London-based or willing to relocate.
  5. Exposure to execution and post-trade analysis is a strong plus.

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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