My client, a global Hedge Fund with over $2.5 billion under management is looking to bring on board a quantitative analyst with specialist experience in volatility trading and Options pricing.

The fund specialising in high-frequency systematic trading, has recently opened up a systematic volatility trading arm with a few key hires and is looking for a candidate with an exceptional academic background and ideally around 2 years experience at a top firm. It is expected that candidates will possess strong programming skills and an inherent drive to achieve the best results.

The main responsibilities of the role will involve working closely with the quantitative traders to model volatility and ensure that the traders get the best prices at the right expiration dates.

Of particular interest to my client would be candidates with exposure to SVI (Gatheral) parameterization and the Heston model, in regards to volatility surface construction. Experience with GARCH models, the Heston model and the SABR model, for modelling time series and Option pricing will also be highly desired. Candidates with these skills will be highly prized by my client and can expect to be requested asap.

This is an opportunity to become a vital part of a highly successful team, the base remuneration and bonuses on offer, are thus, suitably exceptional.

To apply: Please send your CV to c.hallinan@njfsearch.com or call Chris on 0207 604 4444

NJF Search International is a boutique Executive Search Recruitment Consultancy that specialises in making placements in Quantitative Finance across the Globe.