The Role:

1. Conduct end-to-end systematic volatility research , from alpha signal generation to execution optimization.
2. Develop, backtest, and refine volatility-based trading strategies across asset classes.
3. Work closely with traders and PMs to optimize execution and post-trade performance.
4. Utilize advanced quantitative techniques and statistical models to enhance trading efficiency.
5. Leverage large datasets, machine learning, and quantitative methods to uncover new opportunities.

Requirements:

1. Prior experience in volatility research within a hedge fund, proprietary trading firm, or systematic trading desk.
2. Hands-on systematic research expertise in volatility markets—this is a pure quant role.
3. Strong programming skills (Python, C++, or similar) for research, modeling, and execution analytics.
4. London-based or willing to relocate.
5. Exposure to execution and post-trade analysis is a strong plus.

This is an exceptional opportunity for a researcher with deep systematic volatility expertise to have a direct impact on strategy performance in a highly sophisticated environment.