Systematic Volatility Quant Researcher - London

The Role: Conduct end-to-end systematic volatility research , from alpha signal generation to execution optimization. Develop, backtest, and refine volatility-based trading strategies across asset classes. Work closely with traders and PMs to optimize execution and post-trade performance. Utilize advanced quantitative techniques and statistical models to enhance trading efficiency. Leverage large datasets, machine learning, and quantitative methods to uncover new opportunities. Requirements: Prior experience in volatility research within a hedge fund, proprietary trading firm, or systematic trading desk. Hands-on systematic research expertise in volatility markets—this is a pure quant role. Strong programming skills (Python, C++, or similar) for research, modeling, and execution analytics. London-based or willing to relocate. 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.