Global Banking & Markets, FICC Global Currencies and Emerging Markets Strats, Systematic Option Strategies, Quantitative Researcher, VP, London
Core
Develop quantitative research, models, and technology for systematic option strategies, focusing on market-making, signal generation, and risk management for global macro markets.
Role type
Senior IC quantitative researcher (systematic options)
Builds
Systematic FX options and volatility research solutions, forecasting models, and hedging strategies
Domain
Financial services / Quantitative finance / Derivatives
Deliverable
production ML models
Required skills
Options pricing and volatility modeling, statistical arbitrage, time-series analysis, machine learning, Python, Java, backtesting frameworks, risk management (Greeks, tail risk), data engineering
Preferred skills
Cross-asset relative value, statistical arbitrage, optimization, experimental design, large market dataset handling
Technologies
Python, Java, backtesting frameworks
Responsibilities
Originate and test systematic option market-making approaches; develop forecasting models for volatility markets; design and implement systematic hedging strategies; own end-to-end research process from idea to performance attribution; partner with traders to leverage market insights; build reusable analytical tools and research infrastructure
Seniority
Senior, hands-on IC