Volatility Quant Researcher
4 days ago
AAA Global is currently partnering with several leading multi-manager hedge funds to identify exceptional Volatility Quant Researchers. These roles sit within PM pods focusing on systematic and hybrid volatility strategies across global equities, indices, and macro markets.
Key responsibilities:
- Conduct research into volatility surface dynamics, implied vs. realised relationships, and cross-asset vol behaviour.
- Develop and back test systematic signals, risk premia, and execution models.
- Work alongside PMs and risk managers to enhance portfolio construction and hedging frameworks.
- Build production-ready tools for signal generation, model calibration, and trade idea testing.
- Collaborate with engineering and data science teams to deploy research into live trading environments.
Ideal profile:
- 2–7 years' experience in a leading hedge fund, prop firm, or derivatives research desk.
- Deep understanding of options pricing, volatility modelling, and quantitative methods.
- Strong programming ability (Python, C++, or similar).
- Advanced academic background in a quantitative discipline (Maths, Physics, Statistics, CS, or Engineering).
- Strong communication skills and a collaborative mindset.
For consideration, please apply via LinkedIn. A member of the AAA Global team will be in touch with shortlisted applicants to discuss the role in confidence.
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