Stanford Black Limited
Quantitative Analyst
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Equity Derivatives / Vol Quant – Highest-Funded & Revenue-Generating Teams at an Elite Hedge Fund
Location: London & New York
WFH: 4 Days in office per week
I’m working with one of the most highly funded and revenue-generating investment arms within an elite global hedge fund, who are currently going through a major period of growth across their Equity Derivatives and Volatility business.
They’re looking for exceptional Quantitative Researchers to join a high-performing team, with the opportunity to work directly on some of the firm's most important trading strategies, whilst having genuine ownership over the research, modelling, and technology that supports them.
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They're willing to consider 2 types of profiles across this team:
- Central Quant: Hybrid C++/Python Quants who will work across multiple Portfolio Managers, focusing on building and developing brand-new pricing models, enhancing the core quantitative libraries & infrastructure, improving existing analytics, and solving complex quantitative problems across Equity Derivatives and Volatility.
- Quant Strategist: Python-focused. Sitting directly within a Pod alongside a PM, focusing on building out their strategies. The work would include identifying new opportunities, researching signals, and continuously improving the strategy.
Requirements:
- Strong quantitative background, ideally with a degree/PhD in Mathematics, Statistics, Physics, Computer Science, Engineering or a related discipline.
- Experience working within Equity Derivatives, Volatility or a closely related quantitative trading environment.
- Strong programming ability in C++ or Python.
- Excellent communication skills, with the ability to work closely with Portfolio Managers and other quantitative teams.
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📩 Contact daniel.mclagan@stanfordblack.com for more information.
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