Volatility Quant

Responsibilities

• Developing systematic volatility strategies within a discretionary volatility pod
• Developing systematic L/S strategies with an options overlay
• Creating and manipulating large databases
• Optimising existing tools for screening, execution, and backtesting

Qualifications

• Strong mathematical background required (Statistics, Fundamentals, machine learning)
• Previous experience in L/S or volatility strategies is a plus
• Leveraging alternative data in predictive models for spot moves or spot variance
• AI experience: using AI to build agents/prediction markets and understanding of LLMs