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- Tasks: Join a dynamic team to develop innovative volatility trading strategies using Python.
- Company: Be part of a prestigious hedge fund known for its cutting-edge financial strategies.
- Benefits: Enjoy competitive salary, bonuses, and a strong focus on work-life balance.
- Why this job: Collaborate with top professionals and see your ideas come to life in a supportive culture.
- Qualifications: 2-6 years of Python experience; equity derivatives knowledge is essential.
- Other info: This is a unique opportunity to shape the future of volatility trading.
The predicted salary is between 48000 - 72000 £ per year.
Salary: £150k // £250k TC
Experience: 2-6 years
Summary:
Great opportunity for an alpha-strategy-focussed Python Quant Researcher to join one of the world’s most prestigious hedge funds.
This is a new specialized team at the firm – Volatility Alpha Development – made up of engineers, quants and data scientists, and you’ll work closely with different Portfolio Managers and their trading pods. You will be building a Vol Alpha library for PMs; existing vol PMs on the discretionary side and being part of the build-out and expansion of new systematic vol PMs to help decrease their onboarding time.
The successful Quant Researcher will enjoy facing off to the business and have exceptional communication skills.
Skills and Experience Required:
Rewards and Incentives:
Whilst we carefully review all applications, to all jobs, due to the high volume of applications we receive it is not possible to respond to those who have not been successful.
Quantitative Researcher – Equity Volatility employer: Oxford Knight
Contact Detail:
Oxford Knight Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher – Equity Volatility
✨Tip Number 1
Network with professionals in the hedge fund industry, especially those who work in quantitative research or equity volatility. Attend relevant conferences or webinars to meet potential colleagues and learn about the latest trends in volatility trading strategies.
✨Tip Number 2
Familiarise yourself with the specific tools and technologies mentioned in the job description, such as KDB and SQL. Consider taking online courses or tutorials to enhance your skills in these areas, as this will demonstrate your commitment and readiness for the role.
✨Tip Number 3
Prepare to discuss your previous experience with equity derivatives modeling and backtesting systems in detail during interviews. Be ready to share specific examples of how you've successfully developed volatility trading strategies and the impact they had on your previous teams.
✨Tip Number 4
Showcase your strong communication skills by practising how you would explain complex quantitative concepts to non-technical stakeholders. This is crucial as you'll be working closely with Portfolio Managers, so being able to convey your ideas clearly will set you apart.
We think you need these skills to ace Quantitative Researcher – Equity Volatility
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your 2-6 years of Python programming experience and any familiarity with KDB & SQL. Emphasise your expertise in equity derivatives modeling and backtesting systems, as these are crucial for the role.
Craft a Strong Cover Letter: In your cover letter, express your passion for quantitative research and how your skills align with the needs of the Volatility Alpha Development team. Mention specific experiences that demonstrate your ability to engage with Portfolio Managers and contribute to building a Vol Alpha library.
Showcase Relevant Projects: If you have worked on projects involving QIS Strategies or developed volatility trading strategies, be sure to include these in your application. Detail your role and the impact of your contributions to highlight your practical experience.
Proofread Your Application: Before submitting, carefully proofread your application for any errors or typos. A polished application reflects your attention to detail, which is essential in quantitative research roles.
How to prepare for a job interview at Oxford Knight
✨Showcase Your Python Skills
Make sure to highlight your Python programming experience during the interview. Be prepared to discuss specific projects where you've used Python, especially in relation to equity derivatives modeling and backtesting systems.
✨Demonstrate Your Knowledge of Volatility Strategies
Familiarise yourself with various volatility trading strategies such as dispersion and relative value. Be ready to explain how these strategies work and how you have applied them in your previous roles.
✨Communicate Effectively
Strong communication skills are essential for this role. Practice articulating complex quantitative concepts in a clear and concise manner, as you'll need to engage with Portfolio Managers and other team members.
✨Prepare for Technical Questions
Expect technical questions related to equity volatility and derivatives. Brush up on your knowledge of vol surface fitting and be ready to solve problems or case studies that may come up during the interview.
