Quantitative Analyst – Equity Derivatives

A leading global multi-strategy hedge fund is seeking a Quantitative Analyst to join its growing equities and equity derivatives investment team.

This is a front-office role working directly with senior Portfolio Managers, with a focus on applying quantitative research, modelling and data analysis to investment strategies and portfolio decisions.

The Role

• Conduct quantitative research across equities and equity derivatives.
• Develop statistical and mathematical models to identify and evaluate market opportunities.
• Analyse market data, pricing, volatility and broader market dynamics.
• Research and backtest trading ideas and quantitative signals.
• Develop analytical tools to support investment and risk decisions.
• Contribute to portfolio construction, trade analysis and risk management.
• Work closely with Portfolio Managers to translate research into implementable investment strategies.

Candidate Profile

• Strong academic background in Mathematics, Statistics, Physics, Engineering, Computer Science or a related quantitative discipline.
• Experience in quantitative research, quantitative trading, derivatives, systematic strategies or a related field.
• Strong programming and data analysis skills, particularly Python.
• Excellent mathematical, statistical and analytical capabilities.
• Strong understanding of financial markets and investment concepts.
• Experience with equities, derivatives, options or volatility is advantageous, although candidates with strong experience in adjacent quantitative areas will also be considered.

This is an opportunity to join a well-capitalised and expanding investment platform, working closely with senior investment professionals in an environment where quantitative research is directly integrated into the investment process.

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