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- Tasks: Join a dynamic team to develop innovative volatility strategies and support portfolio managers.
- Company: Be part of a prestigious global hedge fund known for its cutting-edge financial strategies.
- Benefits: Enjoy a competitive salary, bonuses, and a strong focus on work-life balance.
- Why this job: Make a significant impact in a collaborative environment while working on exciting projects.
- Qualifications: 2-6 years of Python experience; knowledge of equity derivatives and volatility strategies is essential.
- Other info: This role offers greenfield opportunities and the chance to shape the future of trading.
The predicted salary is between 120000 - 200000 £ per year.
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:- 2-6 years' Python programming experience; some KDB & SQL is useful
- Substantial experience with equity derivatives modelling, vol surface fitting and backtesting systems
- Experience with QIS Strategies, Equity Derivatives, Equity vol
- Some knowledge of developing classic volatility trading strategies, e.g. dispersion, relative value, VIX complex
- Significant salary + bonus and growth
- Greenfield work / big impact
- Very collaborative culture, ideas are implemented
- Work-life balance is highly valued
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- Global Hedge Fund employer: Oxford Knight
Contact Detail:
Oxford Knight Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quantitative Researcher - Equity Volatility- Global Hedge Fund
✨Tip Number 1
Network with professionals in the hedge fund industry, especially those who work in quantitative research. Attend relevant conferences or meetups to connect with potential colleagues and learn more about the specific skills they value.
✨Tip Number 2
Familiarise yourself with the latest trends in equity derivatives and volatility trading strategies. Being well-versed in current market conditions and innovations can give you an edge during interviews.
✨Tip Number 3
Prepare to discuss your past projects in detail, particularly those involving Python programming and equity derivatives modelling. Be ready to explain your thought process and the impact of your work on previous teams.
✨Tip Number 4
Showcase your communication skills by practicing how to explain complex quantitative concepts in simple terms. This will demonstrate your ability to collaborate effectively with Portfolio Managers and other team members.
We think you need these skills to ace Quantitative Researcher - Equity Volatility- Global Hedge Fund
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your Python programming experience and any relevant work with equity derivatives. Emphasise your skills in modelling, vol surface fitting, and backtesting systems, as these are crucial for the role.
Craft a Strong Cover Letter: In your cover letter, express your enthusiasm for the position and the company. Mention specific projects or experiences that demonstrate your ability to contribute to the Volatility Alpha Development team and your understanding of QIS strategies.
Showcase Communication Skills: Since exceptional communication skills are required, consider including examples in your application that illustrate how you've effectively communicated complex ideas to non-technical stakeholders or collaborated with diverse teams.
Highlight Relevant Experience: Detail your experience with classic volatility trading strategies and any specific projects related to dispersion, relative value, or the VIX complex. This will show that you have the practical knowledge needed for the role.
How to prepare for a job interview at Oxford Knight
✨Showcase Your Python Skills
As a Quantitative Researcher, your proficiency in Python is crucial. Be prepared to discuss specific projects where you've used Python for quantitative analysis or modelling. Highlight any libraries or frameworks you are familiar with that are relevant to the role.
✨Demonstrate Your Knowledge of Equity Derivatives
Make sure to brush up on equity derivatives modelling and volatility strategies. Be ready to explain concepts like vol surface fitting and backtesting systems, as well as any experience you have with QIS strategies. This will show your depth of knowledge in the field.
✨Communicate Effectively
Exceptional communication skills are essential for this role. Practice explaining complex quantitative concepts in simple terms, as you will need to collaborate with Portfolio Managers and trading teams. Clear communication can set you apart from other candidates.
✨Prepare for Technical Questions
Expect technical questions related to volatility trading strategies, such as dispersion and relative value. Prepare to solve problems on the spot or discuss your thought process in tackling quantitative challenges. This will demonstrate your analytical thinking and problem-solving abilities.
