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Posted 13 days ago
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**Quantitative Researcher** for a Global Hedge Fund in London. Develop and implement equity volatility models using Python and C++. minimum 3+ years experience. Collaborate cross-functionally to optimize trading strategies. Your strong knowledge of stochastic calculus and GARCH models, combined with experience in derivatives pricing, will drive successful equity volatility trading. Ideal candidate has a PhD in a quantitative discipline and experience working in a fast-paced, global finance environment.
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified
Full Job Description
Company: Global Hedge Fund | Location: London | Type: Permanent Quantitative Researcher Equity Volatility Global Hedge Fund London
