Systematic Volatility Quant Researcher – London
Based in United Kingdom
Core
Conduct end-to-end systematic volatility research from alpha signal generation to execution optimization.
Role type
Senior IC systematic volatility quant researcher
Builds
Volatility-based trading strategies across asset classes
Domain
Financial markets / Systematic trading
Deliverable
production ML models
Required skills
Volatility research, Alpha signal generation, Execution optimization, Statistical modeling, Machine learning, Python, C++, Backtesting, Large dataset analysis
Preferred skills
Post-trade analysis, Execution analytics
Responsibilities
Develop and backtest volatility trading strategies, Refine strategies across asset classes, Optimize execution and post-trade performance, Utilize quantitative techniques to enhance trading efficiency, Leverage ML and quantitative methods to uncover opportunities
Seniority
Senior, hands-on IC
