Quantitative Researcher – Volatility Statistical Arbitrage / Index Options
Location: Paris
I’m working on an opportunity within a leading quantitative investment firm in Paris for a researcher specialising in alpha generation across volatility and index options.
The role sits within Alpha Research, with a remit to develop research and trading signals that can contribute to the firm's broader investment activity.
This is a genuine systematic research seat. The focus is on finding repeatable patterns in markets, testing them rigorously and developing the strongest ideas into robust, tradeable sources of alpha.
The Opportunity
The research focus includes:
Volatility statistical arbitrage
Index options
Systematic relative-value strategies
Implied and realised volatility
Volatility surface dynamics
Cross-sectional and time-series signals
Statistical modelling of options markets
Signal construction and validation
Large-scale backtesting
Transaction costs and implementation
Developing new and uncorrelated sources of alpha
The attraction of the role is the breadth of the research remit. You won't simply be maintaining an existing model; the expectation is that you investigate markets, challenge existing assumptions and continually look for new systematic opportunities.
Who I'm Looking For
I'm particularly interested in candidates currently working within quantitative hedge fund.
Strong candidates are likely to have:
Experience in statistical arbitrage or systematic alpha research
Strong exposure to options and volatility
Index-options experience would be particularly relevant
Experience developing signals intended for live trading
Excellent Python and quantitative research skills
Strong statistics, probability and time-series knowledge
Experience working with large financial datasets
A strong understanding of how research behaves once exposed to real-world costs, liquidity and market conditions
MSc or PhD in Mathematics, Statistics, Physics, Computer Science, Engineering or another quantitative discipline
This isn't a traditional derivatives-pricing position.
I'm looking for researchers who are ultimately interested in one question:
Where is the alpha, and can we systematically capture it?
For someone already researching volatility or systematic options strategies, this offers the opportunity to take that expertise into a highly quantitative environment with a broader alpha-research mandate and direct relevance to live investment strategies.
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