Quantitative Researcher – Index Options / Volatility Stat Arb

Location: Switzerland

I’m working on an opportunity within a specialist quantitative investment environment for a researcher focused on one of the most technically interesting areas of systematic trading: index options and volatility statistical arbitrage.

This is fundamentally an alpha-generation role.

The objective is to identify repeatable behaviours within options markets, turn them into systematic signals and ultimately build strategies capable of generating scalable, risk-adjusted returns.

Rather than sitting within a traditional derivatives pricing function, you’ll be researching markets with a very clear end goal: find something statistically real, understand why it exists and determine whether it can be traded profitably.

What You'll Work On

• Developing systematic alpha across index options and volatility

• Statistical arbitrage and relative-value research

• Implied vs realised volatility

• Volatility surface dynamics

• Cross-sectional and time-series signals

• Options market behaviour and structural inefficiencies

• Signal construction and large-scale backtesting

• Portfolio construction and risk allocation

• Transaction costs, liquidity and execution

• Taking successful research from initial hypothesis through to live trading

Who I'm Looking For

The ideal candidate will already be working within a quantitative hedge fund or a systematic investment manager and have genuine experience researching options or volatility.

Strong candidates are likely to have:

• Experience developing systematic options or volatility strategies

• Exposure to index options

• Statistical arbitrage or systematic relative-value research experience

• Strong Python and quantitative research skills

• Excellent probability, statistics and time-series knowledge

• Experience working with large financial datasets

• Strong understanding of derivatives and volatility

• MSc or PhD in a highly quantitative discipline

Why Join?

• Join one of the world's most respected long-term institutional investment platforms.

• Manage meaningful capital within a genuinely collaborative investment culture.

• Work alongside some of the industry's most experienced Global Macro investors.

• Benefit from substantial investment responsibility while operating within a long-term, research-driven environment.

I'm particularly interested in people who have gone beyond building theoretically elegant models and can demonstrate that their research has influenced real trading decisions, signals, or P&L.

For a strong options researcher, this is a chance to work deeply within the asset class, own meaningful research and see ideas move all the way from a hypothesis on a screen to capital being deployed behind them.

If this sounds like you and you want to apply please do so directly through this email with a copy of your CV as a Word document: QuantResearch@octaviusfinance.com