Systematic Volatility Quant Researcher – London

Eka FinanceLondon🇬🇧United KingdomPosted 20 Sept 2026

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

Seniority

Mid Senior

Employment type

Full Time

Work mode

Hybrid

Location

London, United Kingdom

Posted

1 week ago

Machine LearningC++Python

Job Description

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.