Global Banking & Markets, Quantitative Researcher – Systematic Option Strategies – FICC Global Currencies & Emerging Markets Strats, VP, London (Systematic Options)

Location: London, Greater London, England, United Kingdom

Company

hirify.global is a global investment banking, securities and investment management firm serving corporations, financial institutions, governments and individuals.

What you will do

• Research, test and implement systematic option market-making, signal-generation and risk-management strategies for global macro markets.
• Develop forecasting and prediction models for volatility, including skew, smile, term structure, carry, cross-asset relationships and market regimes.
• Design systematic hedging strategies for vega and related risks while accounting for P&L, transaction costs, liquidity, basis and tail risks.
• Own the end-to-end research process from idea generation, data processing and feature engineering through backtesting, validation, portfolio construction and performance attribution.
• Assess live production performance, refine models, build reusable analytical tools and contribute to research infrastructure and data standards.
• Partner with Traders and communicate methods, assumptions, risks and results to Trading and senior stakeholders.

Requirements

• MS or PhD in statistics, mathematics, physics, computer science, engineering, operations research, econometrics, quantitative finance or a related quantitative discipline.
• Typically 4–8 years of applied quantitative research experience in systematic options or volatility trading, systematic macro, derivatives, cross-asset relative value, statistical arbitrage or a closely related area.
• Experience developing and validating predictive models, signals, strategies or systematic hedging approaches.
• Strong understanding of options, volatility and risk, including Greeks, volatility surfaces, carry and roll-down, P&L attribution, transaction costs and tail behavior.
• Experience with options in FX, equities, rates, commodities or another liquid macro asset class.
• Strong foundation in statistics, probability, time-series analysis, econometrics, machine learning, optimization and experimental design.
• Strong programming skills and experience with large market datasets, research pipelines and backtesting frameworks.
• Independent research ownership, sound judgment, rigorous analytical practice, and clear written and verbal communication skills.
• Ability to work effectively in a fast-paced, collaborative, trading-facing environment.

Nice to have

• Cross-asset experience.
• Proficiency in Python, Java or similar languages.

Culture & Benefits

• Collaborative work with Researchers, Traders, Strats and Engineers.
• Fast-paced environment connected to live global financial markets.
• Opportunity to take original research through implementation and measurable commercial impact.
• Work across market-making, derivatives valuation, automated trading, hedging and risk-management infrastructure.