Location: Switzerland

I’m working on an opportunity within a specialist quantitative investment environment for a researcher focused on one of the most technically interesting areas of systematic trading:index options and volatility statistical arbitrage .

This is fundamentally analpha-generation role .

The objective is to identify repeatable behaviours within options markets, turn them into systematic signals and ultimately build strategies capable of generating scalable, risk-adjusted returns.

Rather than sitting within a traditional derivatives pricing function, you’ll be researching markets with a very clear end goal:find something statistically real, understand why it exists and determine whether it can be traded profitably.

What You'll Work On

1. Developing systematic alpha across index options and volatility
2. Statistical arbitrage and relative-value research
3. Implied vs realised volatility
4. Volatility surface dynamics
5. Cross-sectional and time-series signals
6. Options market behaviour and structural inefficiencies
7. Signal construction and large-scale backtesting
8. Portfolio construction and risk allocation
9. Transaction costs, liquidity and execution
10. Taking successful research from initial hypothesis through to live trading

Who I'm Looking For

The ideal candidate will already be working within aquantitative hedge fund or a systematic investment manager and have genuine experience researching options or volatility.

Strong candidates are likely to have:

1. Experience developing systematic options or volatility strategies
2. Exposure to index options
3. Statistical arbitrage or systematic relative-value research experience
4. Strong Python and quantitative research skills
5. Excellent probability, statistics and time-series knowledge
6. Experience working with large financial datasets
7. Strong understanding of derivatives and volatility
8. MSc or PhD in a highly quantitative discipline

I'm particularly interested in people who have gone beyond building theoretically elegant models and can demonstrate that their research has influencedreal trading decisions, signals, or P&L .

For a strong options researcher, this is a chance to work deeply within the asset class, own meaningful research and see ideas move all the way from a hypothesis on a screen to capital being deployed behind them.

If this sounds like you and you want to apply please do so directly through this email with a copy of your CV as a Word document:

mailto:QuantResearch@octaviusfinance.com