Equity Volatility Desk Quant (Python/C++) – Global Macro Hedge Fund
A leading global macro hedge fund is seeking an experienced Equity Volatility Desk Quant to work directly alongside traders and portfolio managers, supporting pricing, volatility analytics, calibration frameworks, and quantitative tools used in day-to-day trading.
This is a front-office role sitting at the intersection of quantitative modelling and trading. The successful candidate will develop and enhance the quantitative infrastructure used across equity derivatives and volatility strategies, with direct exposure to live trading decisions and risk management.
Experience Required:
* Strong experience within Equity Derivatives or Equity Volatility.
* Experience working directly with traders in a front-office environment.
* Strong understanding of volatility surfaces, calibration techniques, options pricing and risk.
* Strong Python and C++ development skills.
* Experience building or enhancing production quantitative tools used by trading desks.
* Ability to translate quantitative analysis into practical trading insight.
Particularly Relevant Backgrounds
* Equity Volatility Quant
* Equity Derivatives Quant
* Equity Derivatives Desk Quant
* Equity Volatility Strat
* Equity Exotics Quant
* Equity Derivatives Analytics
* Equity Derivatives Quant Developer (front-office)