Summary

This VP quantitative researcher role focuses on systematic FX options and volatility research, including forecasting, market making and hedging strategies. The role is based in London and involves taking research from hypothesis development through validation and live deployment.

Responsibilities

• Originate and test systematic option market-making strategies
• Develop volatility forecasting models across market regimes
• Design systematic vega hedging strategies under market constraints
• Build backtests and validate research strategies
• Assess live strategy performance and refine models
• Partner with traders on market structure research
• Build reusable analytical tools for research infrastructure