Quantitative Researcher

Key Responsibilities
•Conduct research and develop systematic trading strategies in global volatility markets, with a focus on single-stock options
•Build, maintain, and extend large-scale financial data pipelines to support research and live trading
•Develop, maintain, and enhance option pricing and volatility models, ensuring robustness, accuracy, and performance in production
•Ensure high data quality standards across research and trading workflows
•Validate and assess suitability of models under different market conditions
•Contribute to portfolio optimisation, capital allocation, and margin efficiency
•Support the expansion of trading strategies into new markets

Qualifications & Skills
•Advanced degree (PhD or MSc) in Statistical Physics, Mathematics
•Proven experience in quantitative research within a top-tier hedge fund or market-making environment, with a focus on volatility strategies
•Strong expertise in statistical modelling
•Experience researching and deploying alpha signals and systematic strategies
•Solid understanding of options, volatility surfaces, and derivatives modelling
•Strong programming skills in Python/R, with experience in data-intensive workflows
•Experience working with large-scale financial datasets and listed options data
•Familiarity with financial data platforms (e.g. Bloomberg, Reuters)
•Demonstrated ability to build production-grade research systems and scale strategies
•Proficiency in English and basic German