Quantitative Researcher - FX Vol

Firm Overview

A multi-strategy investment firm with a strong global presence is seeking a Quantitative Researcher to join its expanding derivatives research team. The firm’s success is built on three core pillars: rigorous research, cutting-edge technology, and top-tier talent. By continuously refining its models and infrastructure, the firm maintains a strong competitive edge in global markets.

Role Overview

The firm is hiring a Quantitative Researcher to join its growing derivatives-focused team in London and NYC. This team specializes in quantitative strategies with a primary focus on volatility trading and has established itself as a top player in the FX Vol space. The team thrives on solving complex research problems, developing advanced trading models, and delivering world-class analytical tools to traders. As they expand into new asset classes, they are looking for talented researchers to further enhance their capabilities.

This role provides the opportunity to engage directly in high-impact quantitative research, portfolio optimization, and infrastructure development. Researchers will work closely with experienced professionals in a collaborative environment where innovation, autonomy, and analytical rigor drive success.

Job Responsibilities

• Conduct hypothesis-driven research to design and test predictive signals for asset price forecasting.
• Analyze large-scale datasets from structured and unstructured sources to identify patterns and trading opportunities.
• Develop and refine machine learning and optimization models for trading and risk management.
• Build and maintain sophisticated research tools for data analysis, modeling, portfolio simulation, and trade execution.

Skills & Qualifications

• 1-4 years of experience in a quantitative research role.
• Strong understanding of options theory and FX volatility products, including FX options pricing, implied volatility, and volatility surface dynamics.
• Advanced degree in Computer Science, Mathematics, Statistics, Engineering, Physics, or a related field.
• Strong analytical skills with a demonstrated ability to develop creative solutions to complex research problems.
• Expertise in statistical modeling, machine learning, and data analysis, backed by real-world projects or research experience.
• Proficiency in programming languages such as Python, R, C#, or Java, along with experience working with databases and query languages.
• Passion for financial markets, investing, and systematic trading strategies.

This role offers a unique opportunity to contribute to a highly regarded research team and make a direct impact on trading performance while working in an intellectually stimulating and fast-paced environment.