Head of Systematic Volatility, Quantitative Hedge Fund, London

Delta Executive Search
London
2 days ago
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Head of Systematic Volatility, Quantitative Hedge Fund, London

Our client, a leading Quantitative Hedge Fund, is looking to build out its systematic volatility strategies. The Head of Systematic Volatility will be responsible for designing, implementing, and overseeing the firm’s systematic volatility trading strategies. This role requires a deep understanding of volatility dynamics, derivatives pricing, and risk management, combined with exceptional leadership skills to manage a team of quantitative researchers and traders. The successful candidate will play a pivotal role in enhancing the funds portfolio performance by identifying and exploiting opportunities in volatility markets across a wide range of volatility products.

KEY RESPONSIBILITIES:

  • Strategy Development:Design and develop systematic volatility trading strategies leveraging statistical arbitrage, machine learning, and econometric models to capture alpha across asset classes.
  • Research Leadership:Lead a team of quantitative researchers and analysts to innovate and refine volatility models, ensuring strategies remain robust and adaptive to changing market conditions.
  • Portfolio Management:Oversee the execution and risk management of volatility-focused portfolios, optimizing for return, Sharpe ratio, and drawdown metrics.
  • Data-Driven Insights:Utilize large-scale market data, alternative data, and proprietary signals to uncover inefficiencies and predict volatility regimes.
  • Risk Oversight:Establish and monitor risk frameworks specific to volatility trading, including stress testing, scenario analysis, and tail risk hedging.
  • Market Expertise:Stay ahead of market trends, regulatory changes, and macroeconomic factors impacting volatility, providing thought leadership to the firm.
  • Performance Reporting:Communicate strategy performance, attribution, and risk metrics to senior management and investors with clarity and precision.

QUALIFICATIONS:

  • Education:Advanced degree (PhD or Master’s) in a quantitative discipline such as Mathematics, Physics, Statistics, Computer Science, Financial Engineering, or a related field.

Seniority level:Mid-Senior level

Employment type:Full-time

Job function:Finance

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