At a Glance
- Tasks: Lead alpha research and develop innovative volatility strategies in a dynamic hedge fund environment.
- Company: Join a leading systematic hedge fund with a focus on equity index volatility.
- Benefits: Competitive salary, growth opportunities, and the chance to work with top industry professionals.
- Other info: Collaborative team culture with a focus on innovation and growth.
- Why this job: Make a significant impact by managing live strategies and contributing to cutting-edge research.
- Qualifications: Strong quantitative skills and experience in equity index volatility required.
The predicted salary is between 60000 - 80000 € per year.
A leading systematic hedge fund is looking for a Senior Researcher to join a growing equity index volatility team. This is a high-impact role working directly alongside an experienced vol PM to develop and manage a live, semi-systematic RV book.
The Role:
- End-to-end ownership of alpha research within an equity index volatility RV framework
- Research and implement new volatility RV strategies across a systematic core and discretionary sleeve
- Contribute to a proprietary model of index variance and develop vol-of-vol signals for systematic and discretionary use
- Manage a portfolio of live strategies with a focus on Sortino-optimised, economically grounded alphas robust to data mining
- Work within a book that is live, actively scaling, and targeting significant growth in annualised vol
The Profile:
- Strong quantitative background with hands-on experience in equity index volatility
- Background from a systematic hedge fund, prop trading firm, or equity derivatives desk at a top-tier bank
- Comfortable operating at the intersection of research and trading — able to develop a signal, size it, and manage it live
- Rigorous approach to out-of-sample testing and sceptical of strategies without strong economic priors
- Experience with variance modelling, vol surface dynamics, or volatility risk premia strategies is particularly relevant
For more info, please apply below or reach out to our director, Tom, on tom@qenexus.com
Systematic Volatility Researcher in City of London employer: Qenexus
As a leading systematic hedge fund, we pride ourselves on fostering a dynamic and innovative work culture that empowers our employees to take ownership of their research and strategies. Located in a vibrant financial hub, we offer competitive benefits, continuous professional development opportunities, and the chance to work alongside industry experts in a high-impact role that directly contributes to our growth and success.
StudySmarter Expert Advice🤫
We think this is how you could land Systematic Volatility Researcher in City of London
✨Tip Number 1
Network like a pro! Reach out to folks in the industry, especially those who work at hedge funds or trading firms. A friendly chat can open doors and give you insights that job postings just can't.
✨Tip Number 2
Show off your skills! If you've got a portfolio of research or strategies, make sure to highlight them in conversations. We love seeing practical examples of your work, so be ready to discuss your thought process and results.
✨Tip Number 3
Stay updated on market trends and volatility strategies. Being able to discuss current events and how they impact equity index volatility will impress potential employers. It shows you're not just knowledgeable but also passionate about the field.
✨Tip Number 4
Apply through our website! It's the best way to ensure your application gets seen. Plus, it shows you're genuinely interested in joining our team. Don't forget to follow up with a quick email to Tom if you have any questions!
We think you need these skills to ace Systematic Volatility Researcher in City of London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the role of Systematic Volatility Researcher. Highlight your quantitative background and any relevant experience in equity index volatility, as this will catch our eye and show us you're a great fit!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about volatility research and how your skills align with our needs. Be specific about your experience with variance modelling and vol surface dynamics.
Showcase Your Research Skills:In your application, don’t forget to mention any past projects or strategies you've developed. We love seeing examples of your rigorous approach to out-of-sample testing and how you’ve managed live strategies before.
Apply Through Our Website:We encourage you to apply directly through our website for a smoother process. It helps us keep track of applications and ensures you’re considered for this exciting opportunity with our growing equity index volatility team!
How to prepare for a job interview at Qenexus
✨Know Your Numbers
As a Systematic Volatility Researcher, you’ll need to demonstrate your quantitative skills. Brush up on key metrics related to equity index volatility and be ready to discuss how you've applied them in past roles. Show that you can not only crunch numbers but also interpret what they mean for strategy development.
✨Showcase Your Research Skills
Prepare to talk about specific research projects you've worked on, especially those involving volatility strategies. Be ready to explain your thought process, the methodologies you used, and the outcomes. This will highlight your end-to-end ownership of alpha research and your ability to contribute to a proprietary model.
✨Demonstrate Your Trading Acumen
Since this role sits at the intersection of research and trading, be prepared to discuss how you’ve managed live strategies in the past. Share examples of how you sized positions and adjusted strategies based on market conditions. This will show that you’re comfortable operating in a dynamic environment.
✨Be Sceptical and Rigorous
The job description mentions a rigorous approach to out-of-sample testing. Be ready to discuss your scepticism towards strategies lacking strong economic foundations. Prepare examples of how you’ve validated your models and ensured robustness against data mining, which will resonate well with the interviewers.
