Qenexus

About the Company

Qenexus is a recruitment and talent advisory firm that focuses on providing recruitment services within front office trading & technology.

Founded in 2024 by Tom O'Cuinneagáin, a seasoned professional with 8 years of experience in the industry, our firm specializes in headhunting, recruitment, and talent advisory services within the highly competitive front office trading and technology sectors. We are dedicated to connecting top-tier talent with leading financial institutions, hedge funds, and technology firms.

Our deep industry knowledge and extensive network allow us to identify and engage the best candidates, from quantitative analysts and traders to software engineers and developers. We understand the unique demands of the trading environment and the critical role that technology plays in driving success.

At the core of our approach is a commitment to understanding the specific needs of our clients and providing tailored solutions that deliver exceptional results. Whether you’re looking to build a high-performing team or seeking career opportunities in the front office trading and technology space, we are here to support you every step of the way.

Our mission is simple: to be the trusted partner that helps our clients and candidates achieve their goals in the fast-paced, ever-evolving world of trading and technology.

Listed Jobs

Company Name

Qenexus

Job Title

Quantitative Researcher — Options

Job Description

**Job Title** Quantitative Researcher — Options **Role Summary** Develop systematic trading strategies for equity and index options markets, focusing on volatility dynamics and cross-asset relationships. Translate research into production-grade strategies with direct impact on live portfolio execution. **Expectations** Demonstrate expertise in options pricing, volatility modeling, and systematic research. Drive end-to-end strategy development from hypothesis generation to production. Apply advanced statistical and machine learning techniques to structured/unstructured data. **Key Responsibilities** - Develop alpha signals for equity/index options; refine volatility surface and term structure models. - Build and backtest systematic strategies for production deployment. - Analyze cross-asset volatility relationships and market microstructure. - Collaborate with portfolio managers and execution teams for live strategy implementation. - Apply advanced statistical and ML methods to high-volume datasets. **Required Skills** - Strong options pricing knowledge (Black-Scholes-Merton, volatility smile modeling). - Proven research experience in systematic options/volatility strategy development. - Proficiency in Python; familiarity with C++ or Julia. - Expertise in statistical modeling, quantitative analysis, and financial data. - Track record in hypothesis-driven research and production deployment. **Required Education & Certifications** PhD (or equivalent) in mathematics, statistics, physics, or related quantitative discipline.

London, United kingdom

On site

11-03-2026