Quantitative Researcher

Equity Vol Quantitative Researcher – Multi-Strat Hedge Fund (London)

WFH: 4 Days in Office

I’m directly partnered with an elite Multi-Strat Hedge Fund, currently on the search a mid-senior Equity Quant Researcher, who specialises in volatility trading.

This is a high-profile, front-office role, with an opportunity to sit on the firm’s highest revenue trading desk!

Working alongside the PMs, Traders, and wider Quant teams, you will focus on shaping pricing models for listed and OTC products, building volatility surfaces, designing real-time P&L and risk engines, and delivering high-performance analytics that traders depend on daily.

Responsibilities

• You will be responsible for developing pricing models across listed OTC Equity volatility and macro products.
• Real time P&L and risk analytics used directly by Portfolio Managers.
• Bespoke research and trading tools built in collaboration with PMs and analysts.
• Macros and volatility data sets for research, backtesting and live monitoring.
• Model calibration and analytics for equity options and volatility strategies.

Qualifications

• Masters degree or higher in a quantitative discipline ( Maths, Physics, Statistics)
• Good understanding of Equity options markets and Vol Indices.
• Exposure to local &/or stochastic volatility models is desirable.
• MUST come from an Investment Bank or competing Hedge Fund.

📩 Please contact barney.collier@stanfordblack.com for more information.

If this role isn\’t right for you, but you know of someone who might be interested, we have a market-leading referral scheme in place to thank anyone who refers a friend who is successfully placed! T&Cs apply.