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Quantitative Researcher, Equity Derivatives, Global Hedge Fund - JMD Reg Consultancy LTD

JMD Reg Consultancy LTDLondon🇬🇧United Kingdom

Why this role stands out

This hybrid role offers a fantastic opportunity to develop cutting-edge risk infrastructure and portfolio management tools within a globally recognized investment firm, with a clear pathway to a risk-taking position. You'll thrive here if you're a quantitative researcher eager to build impactful solutions and leverage AI for advanced financial analysis. Apply today to join a dynamic team and advance your career in equity derivatives!

Quick overview

SeniorityMid Senior
Employment typeFull Time
Work modeHybrid
LocationLondon, United Kingdom
DerivativesPython

Job description

Quantitative Researcher: Equity Derivatives Business (Pathway to Risk-Taking)

A leading global investment firm is seeking a Quantitative Researcher to join its equity derivatives business.

You will work closely with senior portfolio managers, build the tools that support their investment decisions, and have a clear opportunity to progress into a risk-taking role.

Key Responsibilities

  1. Risk infrastructure: Lead the development of risk systems covering:
  2. dividends
  3. equity funding sensitivities across futures and swaps
  4. single stock and index deltas
  5. options sensitivities (gamma, vega, theta)
  6. interest rate exposures
  1. Portfolio manager tools: Design interfaces that incorporate market data from external providers and allow portfolio managers to set their own dividend and funding curves by asset.
  2. Pricing: Work with portfolio managers to price futures and forwards using underlying inputs, and to derive dividend and funding expectations from market prices.
  3. Automation: Use AI and large language model tools to automate time-intensive workflows.

Research Opportunities

  1. Test strategies and trade structures against historical data.
  2. Assess new data sources, such as market commentary and earnings call transcripts, to identify investment opportunities.
  3. Analyse execution quality, including bid/offer spreads, transaction costs and speed of pricing.
  4. Support pre- and post-trade analysis and profit and loss attribution.

Career Progression

This role offers direct exposure to how positions are priced, risk-managed and executed. For candidates with strong commercial judgement and market insight, there is a genuine opportunity to progress into a risk-taking role.

Requirements

  1. 5+ years' experience at a bank, hedge fund or asset manager supporting Delta One or Equity Volatility strategies
  2. Strong Python skills
  3. Solid understanding of dividends, funding, forward pricing and options risk
  4. Strong commercial awareness and an ambition to move into a risk-taking role

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