
Posted 7 days ago
No clicks
**Quantitative Researcher – Equity Volatility**, strategize and back-test trading strategies for global hedge fund in London. Leverage Python, C++, and SQL. Requires 3-5 years' equity derivatives experience, strong quantitative background, and expertise in volatility modeling.
- Compensation
- Not specified
- City
- London
- Country
- United Kingdom
Currency: Not specified




