A leading systematic hedge fund is seeking a Quantitative Researcher to join its options trading team. The firm manages tens of billions in AUM and operates at the intersection of cutting-edge statistical modelling, deep market microstructure understanding, and large-scale systematic execution.
This is a high-ownership role where research translates directly into live strategies.
You will work alongside some of the best quantitative minds in the industry, with access to proprietary datasets and world-class infrastructure.
Responsibilities:
* Develop and refine systematic alpha signals across equity and index options markets
* Research volatility surface dynamics, term structure, and cross-asset vol relationships
* Build and backtest end-to-end systematic strategies from idea to production
* Collaborate with portfolio managers and execution teams on live deployment
* Apply advanced statistical and ML techniques to large structured and unstructured datasets
Requirements:
* PhD or equivalent research pedigree in mathematics, statistics, physics, or a related quantitative field
* Strong options pricing knowledge — from BSM fundamentals to volatility smile modelling
* Hands-on experience with systematic strategy research in an options or volatility context
* Proficiency in Python; familiarity with C++ or Julia a plus
* Prior experience at a prop trading firm, systematic hedge fund, or quantitative investment bank desk strongly preferred
* Ability to work independently and drive research from hypothesis through to live strategy
Why Join?
* Genuine research autonomy within a collaborative, intellectually rigorous team
* PnL visibility and direct impact on live books from day one
* Compensation benchmarked to the very top of the market
* A firm with a long track record of outperformance and continued growth
For more info, contact our Director, Tom O'Cuinneagain, or apply below.