We are working with a global prop trading firm specialising in a wide range of investment strategies, providing a dynamic, intellectually stimulating environment for individuals passionate about quantitative finance. They are looking for a Volatility Quant Researcher to join them, who will play a key role in shaping and advancing their volatility strategies.
Role Overview:
As a Volatility Quant Researcher, you will focus on enhancing and expanding the fund's volatility-based alpha strategies. Your work will directly impact the performance of their existing portfolio, and you will be responsible for using advanced quantitative techniques to improve and innovate volatility models. This role offers a unique opportunity for someone with strong technical skills and a creative mindset to contribute to a highly successful team.
Key Responsibilities:
- Research & Strategy Development: Contribute to the development and optimisation of volatility-based alpha strategies to integrate within the broader portfolio.
- Quantitative Analysis & Modelling: Apply quantitative methods and statistical models to analyse market volatility, identify potential opportunities, and enhance forecasting models.
- Collaboration & Integration: Work closely with portfolio managers, fellow researchers, and quants to integrate volatility insights into the fund's risk management and portfolio construction processes.
- Data & Market Analysis: Analyse large, complex data sets to identify volatility patterns and develop innovative strategies to generate alpha.
- Model Testing & Validation: Back test and validate volatility models to ensure robustness and reliability across different market conditions.
- Communication: Effectively communicate complex quantitative findings to both technical and non-technical stakeholders. Present results and insights to senior researchers and portfolio managers to guide decision-making.
- Problem-Solving & Innovation: Tackle complex, high-stakes quantitative problems with a persistent and creative approach. Always striving for innovation and improvement in volatility strategies.
Requirements:
- Experience: 2-4 years of experience working on volatility strategies within a quantitative finance or research environment.
- Technical Expertise:
- Strong programming skills (Python or similar).
- Deep understanding of stochastic processes, option pricing theory, and volatility modelling.
- Proven experience working with large data sets, financial time-series analysis, and back testing volatility-based strategies.
- Education: A degree in a quantitative discipline (e.g., Mathematics, Physics, Engineering, Computer Science, or Finance). Advanced degrees (Master's or PhD) are a plus but not required.
- Creativity & Problem-Solving: Ability to approach complex quantitative challenges with innovative solutions and perseverance.
- Team Player: Capable of collaborating effectively with colleagues across different functions while working independently to drive research and development.
- Communication Skills: Strong ability to present and explain complex ideas clearly, both to technical and non-technical stakeholders.
