At a Glance
- Tasks: Lead alpha research and develop innovative volatility strategies in a dynamic hedge fund environment.
- Company: Join a top-tier systematic hedge fund with a focus on equity index volatility.
- Benefits: Competitive salary, growth opportunities, and the chance to work with industry experts.
- Other info: Collaborative team culture with a focus on innovation and professional development.
- Why this job: Make a significant impact in a high-stakes role while advancing your quantitative skills.
- Qualifications: Strong quantitative background 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 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 the growth of our equity index volatility team.
StudySmarter Expert Advice🤫
We think this is how you could land Systematic Volatility Researcher
✨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 projects, make sure to highlight them in conversations. Demonstrating your hands-on experience with equity index volatility can really set you apart.
✨Tip Number 3
Be ready for technical discussions! Brush up on your variance modelling and vol surface dynamics. You want to be able to talk shop confidently when you get the chance to meet potential employers.
✨Tip Number 4
Don't forget to apply through our website! We love seeing candidates who take the initiative. Plus, it’s a great way to ensure your application gets the attention it deserves.
We think you need these skills to ace Systematic Volatility Researcher
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the role of Systematic Volatility Researcher. Highlight your quantitative skills and any relevant experience in equity index volatility, as this will show us you’re a great fit for the team.
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 background aligns 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 hands-on experience you have with alpha research or developing trading signals. We want to see how you approach research and testing, so share examples that demonstrate your rigorous methodology.
Apply Through Our Website:We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you’re considered for the role. Plus, it shows us you’re proactive and keen to join our team!
How to prepare for a job interview at Qenexus
✨Know Your Numbers
As a Systematic Volatility Researcher, you’ll need to demonstrate a strong quantitative background. Brush up on your key metrics and be ready to discuss your experience with variance modelling and volatility risk premia strategies. Show them you can talk the talk and walk the walk!
✨Showcase Your Research Skills
Prepare to discuss specific alpha research projects you've worked on. Be ready to explain your thought process in developing and managing live strategies. Highlight any innovative volatility RV strategies you've implemented and how they performed.
✨Understand the Market Dynamics
Familiarise yourself with current market trends, especially in equity index volatility. Being able to discuss recent developments and how they impact your strategies will show that you’re not just a numbers person but also a market-savvy researcher.
✨Ask Insightful Questions
Interviews are a two-way street! Prepare thoughtful questions about the team’s approach to scaling their portfolio and how they manage risk. This shows your genuine interest in the role and helps you assess if it’s the right fit for you.
