Quantitative Researcher - Equity Volatility

About the Pod:

Join a high-performing systematic equity volatility pod within a leading multi-strategy hedge fund. With over 40 years of combined experience across index and single stock options, the pod is entering a strategic growth phase, aiming to double in size over the next year. The team operates with a collaborative, entrepreneurial culture and benefits from the infrastructure and capital base of a top-tier platform.

Role Overview:

The Sr. PM is seeking a Quantitative Researcher with deep expertise in equity derivatives-particularly index or single stock options. You will play a key role in alpha research, model development, and strategy deployment, working closely with the PM and other experienced members.

Key Responsibilities:

Design and implement systematic and semi-systematic trading strategies in equity volatility.

Conduct research on volatility surfaces, skew, term structure, and cross-asset vol relationships.

Develop and maintain pricing, risk, and execution models.

Collaborate with PMs, traders, and engineers to optimize strategy performance and infrastructure.

Monitor and refine live strategies, ensuring robustness and scalability.

Qualifications:

2+ years of experience in a quantitative research or trading role focused on equity options.

Strong academic background in a quantitative field (e.g., Mathematics, Physics, CS, Engineering).

Deep understanding of options pricing, Greeks, and volatility modeling.

Proficiency in Python and/or C++; experience with data analysis and backtesting frameworks.

Prior experience at a hedge fund, prop trading firm, or bank