Equity Derivatives / Vol Quant – Highest-Funded & Revenue-Generating Teams at an Elite Hedge Fund
Location: London & New York
WFH: 4 Days in office per week
I’m working with one of the most highly funded and revenue-generating investment arms within an elite global hedge fund, who are currently going through a major period of growth across their Equity Derivatives and Volatility business.
They’re looking for exceptional Quantitative Researchers to join a high-performing team, with the opportunity to work directly on some of the firm's most important trading strategies, whilst having genuine ownership over the research, modelling, and technology that supports them.
They're willing to consider 2 types of profiles across this team:
- Central Quant: Hybrid C++/Python Quants who will work across multiple Portfolio Managers, focusing on building and developing brand-new pricing models, enhancing the core quantitative libraries & infrastructure, improving existing analytics, and solving complex quantitative problems across Equity Derivatives and Volatility.
- Quant Strategist: Python-focused. Sitting directly within a Pod alongside a PM, focusing on building out their strategies. The work would include identifying new opportunities, researching signals, and continuously improving the strategy.
Requirements:
- Strong quantitative background, ideally with a degree/PhD in Mathematics, Statistics, Physics, Computer Science, Engineering or a related discipline.
- Experience working within Equity Derivatives, Volatility or a closely related quantitative trading environment.
- Strong programming ability in C++ or Python.
- Excellent communication skills, with the ability to work closely with Portfolio Managers and other quantitative teams.
📩 Contact [email protected] for more information.
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