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- Tasks: Join us as a Volatility Quant Researcher to enhance and innovate volatility strategies.
- Company: Be part of a global prop trading firm specializing in diverse investment strategies.
- Benefits: Enjoy a dynamic work environment with opportunities for intellectual growth and collaboration.
- Why this job: Make a real impact on portfolio performance while working with a talented team.
- Qualifications: 2-4 years in quantitative finance, strong programming skills, and a degree in a quantitative field.
- Other info: Ideal for creative problem-solvers eager to tackle complex challenges in finance.
The predicted salary is between 43200 - 72000 £ per year.
We are working with a global prop trading firm specialising in a wide range of investment strategies, providing a dynamic, intellectually stimulating environment for individuals passionate about quantitative finance. They are looking for a Volatility Quant Researcher to join them, who will play a key role in shaping and advancing their volatility strategies.
Role Overview:
As a Volatility Quant Researcher , you will focus on enhancing and expanding the fund’s volatility-based alpha strategies. Your work will directly impact the performance of their existing portfolio, and you will be responsible for using advanced quantitative techniques to improve and innovate volatility models. This role offers a unique opportunity for someone with strong technical skills and a creative mindset to contribute to a highly successful team.
Key Responsibilities:
- Research & Strategy Development: Contribute to the development and optimisation of volatility-based alpha strategies to integrate within the broader portfolio.
- Quantitative Analysis & Modelling: Apply quantitative methods and statistical models to analyse market volatility, identify potential opportunities, and enhance forecasting models.
- Collaboration & Integration: Work closely with portfolio managers, fellow researchers, and quants to integrate volatility insights into the fund’s risk management and portfolio construction processes.
- Data & Market Analysis: Analyse large, complex data sets to identify volatility patterns and develop innovative strategies to generate alpha.
- Model Testing & Validation: Back test and validate volatility models to ensure robustness and reliability across different market conditions.
- Communication: Effectively communicate complex quantitative findings to both technical and non-technical stakeholders. Present results and insights to senior researchers and portfolio managers to guide decision-making.
- Problem-Solving & Innovation: Tackle complex, high-stakes quantitative problems with a persistent and creative approach. Always striving for innovation and improvement in volatility strategies.
Requirements:
- Experience: 2-4 years of experience working on volatility strategies within a quantitative finance or research environment.
- Technical Expertise:
- Strong programming skills (Python or similar).
- Deep understanding of stochastic processes, option pricing theory, and volatility modelling.
- Proven experience working with large data sets, financial time-series analysis, and back testing volatility-based strategies.
- Education: A degree in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science, or Finance). Advanced degrees (Master’s or PhD) are a plus but not required.
- Creativity & Problem-Solving: Ability to approach complex quantitative challenges with innovative solutions and perseverance.
- Team Player: Capable of collaborating effectively with colleagues across different functions while working independently to drive research and development.
- Communication Skills: Strong ability to present and explain complex ideas clearly, both to technical and non-technical stakeholders.
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Volatility Quantitative Researcher employer: Selby Jennings
Contact Detail:
Selby Jennings Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Volatility Quantitative Researcher
✨Tip Number 1
Familiarize yourself with the latest trends in volatility strategies and quantitative finance. Stay updated on market developments and research papers that focus on innovative approaches to volatility modeling, as this knowledge will help you stand out during discussions.
✨Tip Number 2
Enhance your programming skills, particularly in Python, by working on personal projects or contributing to open-source initiatives related to quantitative finance. This hands-on experience will not only improve your technical abilities but also demonstrate your passion for the field.
✨Tip Number 3
Network with professionals in the quantitative finance space, especially those who specialize in volatility strategies. Attend industry conferences, webinars, or local meetups to connect with potential colleagues and gain insights into the firm's culture and expectations.
✨Tip Number 4
Prepare to discuss your previous experiences with large data sets and back testing volatility models. Be ready to share specific examples of how you've tackled complex problems and contributed to strategy development, as this will showcase your relevant expertise during interviews.
We think you need these skills to ace Volatility Quantitative Researcher
Some tips for your application 🫡
Understand the Role: Make sure to thoroughly read the job description for the Volatility Quantitative Researcher position. Understand the key responsibilities and requirements, especially focusing on the technical skills and experience needed.
Highlight Relevant Experience: In your CV and cover letter, emphasize your experience with volatility strategies and quantitative finance. Provide specific examples of projects or roles where you applied advanced quantitative techniques and programming skills.
Showcase Technical Skills: Clearly outline your programming skills, particularly in Python or similar languages. Mention any relevant experience with stochastic processes, option pricing theory, and back testing strategies to demonstrate your technical expertise.
Communicate Effectively: When writing your application, ensure that you can communicate complex quantitative concepts clearly. Tailor your language to be accessible to both technical and non-technical audiences, as this is a key requirement of the role.
How to prepare for a job interview at Selby Jennings
✨Showcase Your Technical Skills
Be prepared to discuss your programming skills, especially in Python or similar languages. Highlight specific projects where you've applied quantitative methods and statistical models to analyze market volatility.
✨Demonstrate Your Problem-Solving Ability
Prepare examples of complex quantitative challenges you've tackled in the past. Emphasize your creative approach and how you innovated solutions to improve volatility strategies.
✨Communicate Clearly
Practice explaining complex quantitative concepts in simple terms. You may need to present your findings to both technical and non-technical stakeholders, so clarity is key.
✨Collaborate and Integrate
Discuss your experience working in teams, particularly with portfolio managers and fellow researchers. Highlight how you've integrated insights into broader portfolio construction processes.
