We are partnering with a tier 1 hedge fund seeking a Senior Quantitative Analyst to join a growing modelling team focused on Equity Derivatives and Volatility.

The successful candidate will work closely with senior Portfolio Managers and their pods, playing a critical role in the success of their strategies. This is a highly visible front-office position where quantitative research, modelling, and analytics directly influence portfolio construction, risk-taking, and investment performance.

RESPONSIBILTIES

1. Develop quantitative models and analytics to identify opportunities across equity options, volatility products, and related derivatives markets.
2. Build and enhance pricing libraries, volatility surfaces, and risk models used to support live investment decisions.
3. Develop scalable research and analytics frameworks to support both systematic and discretionary investment strategies.
4. Conduct detailed valuation and scenario analysis, assessing the impact of changes in volatility, skew, correlation, term structure, interest rates, and underlying equity movements.
5. Design and improve proprietary tools used for idea generation, portfolio monitoring, trade analysis, and risk management.
6. Build and maintain high-quality options and volatility datasets, ensuring data integrity and consistency across multiple market sources.

Your Background

1. Strong understanding of equity derivatives and options markets, including option pricing, volatility modelling, volatility surfaces, Greeks, and hedging methodologies.
2. Demonstrable experience developing quantitative models, pricing libraries, or analytical frameworks within a front-office trading or investment environment.
3. Track record building and maintaining production-grade datasets and research infrastructure rather than purely academic or theoretical models.
4. Strong programming skills, ideally in C++ and Python