Volatility Quant Researcher

AAA Global is currently partnering with several leading multi-manager hedge funds to identify exceptional Volatility Quant Researchers. These roles sit within PM pods focusing on systematic and hybrid volatility strategies across global equities, indices, and macro markets.

• Conduct research into volatility surface dynamics, implied vs. realised relationships, and cross-asset vol behaviour.
• Develop and back test systematic signals, risk premia, and execution models.
• Work alongside PMs and risk managers to enhance portfolio construction and hedging frameworks.
• Build production-ready tools for signal generation, model calibration, and trade idea testing.
• Collaborate with engineering and data science teams to deploy research into live trading environments.

• 2–7 years’ experience in a leading hedge fund, prop firm, or derivatives research desk.
• Deep understanding of options pricing, volatility modelling, and quantitative methods.
• Strong programming ability (Python, C++, or similar).
• Advanced academic background in a quantitative discipline (Maths, Physics, Statistics, CS, or Engineering).
• Strong communication skills and a collaborative mindset.

For consideration, please apply via Linked In. A member of the AAA Global team will be in touch with shortlisted applicants to discuss the role in confidence.