Quantitative Trader | Options

Qenexus
City of London
1 week ago
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A leading systematic hedge fund is seeking a Quantitative Researcher to join its options trading team. The firm manages tens of billions in AUM and operates at the intersection of cutting-edge statistical modelling, deep market microstructure understanding, and large-scale systematic execution.


This is a high-ownership role where research translates directly into live strategies.


You will work alongside some of the best quantitative minds in the industry, with access to proprietary datasets and world-class infrastructure.


Responsibilities:


  • Develop and refine systematic alpha signals across equity and index options markets
  • Research volatility surface dynamics, term structure, and cross-asset vol relationships
  • Build and backtest end-to-end systematic strategies from idea to production
  • Collaborate with portfolio managers and execution teams on live deployment
  • Apply advanced statistical and ML techniques to large structured and unstructured datasets


Requirements:


  • PhD or equivalent research pedigree in mathematics, statistics, physics, or a related quantitative field
  • Strong options pricing knowledge — from BSM fundamentals to volatility smile modelling
  • Hands-on experience with systematic strategy research in an options or volatility context
  • Proficiency in Python; familiarity with C++ or Julia a plus
  • Prior experience at a prop trading firm, systematic hedge fund, or quantitative investment bank desk strongly preferred
  • Ability to work independently and drive research from hypothesis through to live strategy


Why Join?


  • Genuine research autonomy within a collaborative, intellectually rigorous team
  • PnL visibility and direct impact on live books from day one
  • Compensation benchmarked to the very top of the market
  • A firm with a long track record of outperformance and continued growth


For more info, contact our Director, Tom O'Cuinneagain, or apply below.

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