Systematic Volatility Researcher

A leading systematic hedge fund is looking for a Senior Researcher to join a growing equity index volatility team. This is a high-impact role working directly alongside an experienced vol PM to develop and manage a live, semi-systematic RV book.

The Role:

• End-to-end ownership of alpha research within an equity index volatility RV framework
• Research and implement new volatility RV strategies across a systematic core and discretionary sleeve
• Contribute to a proprietary model of index variance and develop vol-of-vol signals for systematic and discretionary use
• Manage a portfolio of live strategies with a focus on Sortino-optimised, economically grounded alphas robust to data mining
• Work within a book that is live, actively scaling, and targeting significant growth in annualised vol

The Profile:

• Strong quantitative background with hands-on experience in equity index volatility
• Background from a systematic hedge fund, prop trading firm, or equity derivatives desk at a top-tier bank
• Comfortable operating at the intersection of research and trading — able to develop a signal, size it, and manage it live
• Rigorous approach to out-of-sample testing and sceptical of strategies without strong economic priors
• Experience with variance modelling, vol surface dynamics, or volatility risk premia strategies is particularly relevant

For more info, please apply below our reach out to our director, Tom, on tom@qenexus.com

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