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

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 /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

Quantitative Researcher

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