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Systematic Volatility Quant Researcher – London

Eka FinanceLondon🇬🇧United Kingdom

Why this role stands out

This hybrid role offers a fantastic opportunity to drive innovation in systematic volatility research, developing cutting-edge trading strategies with direct impact on performance. You'll thrive here if you have a strong quantitative background and a passion for uncovering new opportunities through advanced modeling and machine learning. Apply now to join a dynamic team and contribute to Eka Finance's success in London.

Quick overview

SeniorityMid Senior
Employment typeFull Time
Work modeHybrid
LocationLondon, United Kingdom
C++PythonMachine Learning

Job description

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.

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