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For Companies At a Glance
- Tasks: Conduct end-to-end research on volatility trading strategies and optimise execution.
- Company: Join a leading hedge fund known for its innovative trading strategies.
- Benefits: Enjoy competitive pay, collaborative culture, and opportunities for professional growth.
- Why this job: Make a real impact in a sophisticated environment while working with cutting-edge technology.
- Qualifications: Experience in volatility research and strong programming skills in Python or C++ required.
- Other info: Ideal for those passionate about quantitative finance and willing to relocate to London.
The predicted salary is between 43200 - 72000 £ per year.
A leading hedge fund is seeking a Systematic Volatility Quant Researcher to focus on the complete research cycle of volatility trading strategies. This role is highly practical, requiring expertise in systematic volatility modeling, strategy development, and execution analysis.
The Role:
- Conduct end-to-end systematic volatility research, from alpha signal generation to execution optimization.
- Develop, backtest, and refine volatility-based trading strategies across various asset classes.
- Collaborate with traders and PMs to optimize execution and post-trade performance.
- Apply advanced quantitative techniques and statistical models to improve trading efficiency.
- Utilize large datasets, machine learning, and other quantitative methods to identify new opportunities.
Requirements:
- Prior experience in volatility research at a hedge fund, proprietary trading firm, or systematic trading desk.
- Hands-on expertise in systematic volatility research—this is a dedicated quant role.
- Strong programming skills (Python, C++, or similar) for research, modeling, and analytics.
- London-based or willing to relocate.
- Experience with execution and post-trade analysis is advantageous.
This is a unique opportunity for a researcher with deep expertise in systematic volatility to impact strategy performance in a sophisticated environment.
Systematic Volatility Quant Researcher – London employer: Eka Finance
Contact Detail:
Eka Finance Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Systematic Volatility Quant Researcher – London
✨Tip Number 1
Network with professionals in the hedge fund and trading sectors. Attend industry conferences, webinars, or local meetups to connect with people who can provide insights into the role and potentially refer you.
✨Tip Number 2
Stay updated on the latest trends in volatility trading and quantitative research. Follow relevant blogs, podcasts, and publications to demonstrate your knowledge during interviews and discussions.
✨Tip Number 3
Showcase your programming skills by working on personal projects or contributing to open-source initiatives. This will not only enhance your skills but also provide tangible evidence of your capabilities to potential employers.
✨Tip Number 4
Prepare for technical interviews by practising problem-solving and coding challenges related to quantitative finance. Familiarise yourself with common algorithms and statistical models used in volatility research.
We think you need these skills to ace Systematic Volatility Quant Researcher – London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your experience in volatility research, systematic trading, and any relevant programming skills. Use specific examples to demonstrate your expertise in developing and backtesting trading strategies.
Craft a Compelling Cover Letter: In your cover letter, express your passion for quantitative research and explain why you are interested in this specific role at the hedge fund. Mention any relevant projects or experiences that showcase your ability to conduct end-to-end systematic volatility research.
Highlight Technical Skills: Clearly outline your programming skills, particularly in Python or C++. Provide examples of how you've used these skills in previous roles to develop models or analyse data, as this is crucial for the position.
Showcase Collaboration Experience: Since the role involves working with traders and PMs, include examples of past collaborations in your application. Highlight how you contributed to optimising execution and post-trade performance in those experiences.
How to prepare for a job interview at Eka Finance
✨Showcase Your Technical Skills
Make sure to highlight your programming expertise, especially in Python or C++. Be prepared to discuss specific projects where you've applied these skills in systematic volatility research.
✨Demonstrate Your Research Process
Be ready to walk through your end-to-end research cycle. Discuss how you generate alpha signals, backtest strategies, and optimise execution. This will show your practical understanding of the role.
✨Collaborate Effectively
Since collaboration with traders and PMs is key, prepare examples of how you've worked in teams to enhance trading strategies. Highlight any successful partnerships that led to improved performance.
✨Stay Current with Market Trends
Familiarise yourself with the latest trends in volatility trading and quantitative methods. Being able to discuss recent developments or innovations in the field will demonstrate your passion and commitment.
