We are working with a highly collaborative investment management firm who are actively looking to hire a Quantitative Analyst to support their equity volatility traders/PMs. This will be a desk-facing role. You’ll work alongside equity volatility traders, with technical direction from the equities quant, and your work will feed straight into trading decisions. You’ll also back up Delta One products, and over time there’s scope to move into cross-asset volatility.
What you’ll be doing
- Pricing, risk and scenario analysis to support equity vol trading and trade evaluation
- Analysing vol surfaces, implied vs realised vol, skew, term structure, index vs single-stock dynamics and correlation
- Building and improving models and analytics for trading, portfolio monitoring and risk
- Looking into pricing discrepancies, market behaviour and portfolio exposures through targeted research and backtesting
- Supporting Delta One analytics, including dividends, forwards and implied funding
- Building practical Python tools and working with the quant and data teams on market data and workflows
What they’re looking for
- A degree in maths, physics, engineering, computer science or a similar quantitative subject
- A solid grasp of equity options, Greeks, skew and term structure
- Strong Python, with the ability to build and validate analytics
- Good analytical judgement, care over data quality and the confidence to question results
- Commercial awareness, curiosity, a self-directed approach and clear communication
- Comfort using AI-assisted development tools while checking the outputs yourself
- Approximately 3-6yrs experience
Nice to have
- Experience with listed equity options, vol surfaces, derivatives pricing or desk analytics
- Familiarity with exotics, correlation, dividends, funding or Delta One
- Exposure to portfolio risk, VaR, stress testing or other asset classes
This suits someone with strong quantitative foundations who wants to sit close to trading and turn traders’ questions into useful analysis.
Desk Quant - Equity Volatility | Macro Hedge Fund (not a multi strat) employer: Undisclosed
Join a leading telecommunications organisation that values innovation and creativity, offering a dynamic work culture where your project management skills can shine. With a focus on employee growth and development, you'll have access to exciting brand and event projects in a hybrid working environment in London, allowing for a perfect balance between collaboration and flexibility. This role not only provides competitive compensation but also the opportunity to work alongside talented professionals in a fast-paced setting, making it an excellent choice for those seeking meaningful and rewarding employment.
