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This job expired on 29/09/2026. It no longer accepts applications.
Systematic Volatility Quant Researcher (London)
eFinancialCareers · London
Job description
About the role
We are seeking a Systematic Volatility Quant Researcher to lead end‑to‑end research on volatility‑driven alpha. Based in London, you will design, back‑test, and optimise trading strategies that span multiple asset classes, working closely with traders and portfolio managers.
Key responsibilities
- Generate and validate systematic volatility signals from raw market data.
- Develop, back‑test, and refine quantitative trading models.
- Collaborate with traders and PMs to improve execution and post‑trade performance.
- Apply advanced statistical and machine‑learning techniques to large datasets.
- Analyse execution metrics and contribute to post‑trade analytics.
Required profile
- Proven experience in volatility research at a hedge fund, proprietary trading firm, or systematic desk.
- Hands‑on expertise in building systematic volatility strategies.
- Strong quantitative background with a focus on statistical modelling.
- Willingness to work on‑site in London or relocate.
Required skills
- Python programming
- C++ programming
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eFinancialCareers
London