AAA Global
Quantitative research is a core area of innovation and one of the key pillars of our organisation. We are looking for a
Vol Quantitative Researcher
to collaborate with trading and technology teams to strengthen, scale, and enhance our volatility trading capabilities within a quantitative research group.
Responsibilities Analyse market data to develop economic and microstructure hypotheses Build predictive and explanatory models to better understand financial markets Apply research processes to real-world business challenges to generate revenue Conduct independent, high-quality research in quantitative finance Communicate complex research findings clearly, both in writing and verbally Drive innovation and performance through analytical and commercial insight Qualifications PhD in a quantitative discipline (e.g. Statistics, Mathematics, Physics, Engineering, Operations Research) strongly preferred Minimum 5 years of experience as a Quantitative Researcher in a top systematic trading environment Demonstrated track record of generating positive PnL Strong programming skills, especially in Python (including Numpy and Pandas) Proven ability to combine academic rigour with practical application in fast-paced trading environments Commitment to quality and commercial outcomes Experience with diverse market and alternative data sources Expertise in options markets, pricing models, volatility surfaces, and risk management techniques Strong publication record or equivalent industry research contributions
Vol Quantitative Researcher
to collaborate with trading and technology teams to strengthen, scale, and enhance our volatility trading capabilities within a quantitative research group.
Responsibilities Analyse market data to develop economic and microstructure hypotheses Build predictive and explanatory models to better understand financial markets Apply research processes to real-world business challenges to generate revenue Conduct independent, high-quality research in quantitative finance Communicate complex research findings clearly, both in writing and verbally Drive innovation and performance through analytical and commercial insight Qualifications PhD in a quantitative discipline (e.g. Statistics, Mathematics, Physics, Engineering, Operations Research) strongly preferred Minimum 5 years of experience as a Quantitative Researcher in a top systematic trading environment Demonstrated track record of generating positive PnL Strong programming skills, especially in Python (including Numpy and Pandas) Proven ability to combine academic rigour with practical application in fast-paced trading environments Commitment to quality and commercial outcomes Experience with diverse market and alternative data sources Expertise in options markets, pricing models, volatility surfaces, and risk management techniques Strong publication record or equivalent industry research contributions