Jobs in London - Quantitative Researcher | Volatility • Central London

Company: Selby Jennings London

Central London

We are seeking a highly skilled Volatility Quant Researcher with a strong focus on options to join a Tier 1 hedge fund in London. This is an opportunity to work on brand-new strategies with vast freedom to explore and research innovative ideas. You will collaborate closely with traders and other senior researchers-many with 10+ years of experience-to design and implement systematic strategies that leverage volatility dynamics and deliver a competitive edge in options trading. You will have the autonomy to shape new trading concepts, test hypotheses, and bring academic insights into real-world applications. Key ResponsibilitiesResearch and develop volatility and options models, including stochastic volatility and local volatility frameworks.Design and backtest systematic options trading strategies across asset classes.Analyse large datasets and market microstructure to optimise execution and improve forecasting accuracy.Integrate models into production systems for real-time trading and risk management.Stay ahead of market trends and academic research to incorporate innovative techniques. Required Skills & QualificationsAdvanced degree (PhD) in Mathematics, Statistics, Physics, or related quantitative discipline.1+ years of experience in quantitative research or systematic trading, with a focus on volatility strategies.Strong understanding of options, stochastic calculus, and volatility modelling.Proficiency in programming languages such as Python and C++ for model development.Experience with time-series analysis, numerical methods, and Monte Carlo simulations.Ability to work in a fast-paced trading environment and deliver robust solutions.