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Posted 2 months ago
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Quantitative Researcher focusing on equity volatility strategies at a global hedge fund based in London. The role involves developing and implementing quantitative models for options and volatility trading, analysing market and options data, and working closely with traders to improve strategies and risk management. Candidates should have strong skills in stochastic modelling, statistical analysis and programming (e.g. Python/C++/Matlab), with experience applying them to derivatives and volatility products. This is a permanent, on-site position in a fast-paced trading 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
