Quantitative Researcher

Blue Diamond Asset Management is a hedge fund management company based in Zug, Switzerland and subsidiary in Singapore, that focuses on systematic relative value volatility strategies. We are seeking a highly skilled Quantitative Researcher. Key Responsibilities

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Conduct research and develop systematic trading strategies in global volatility markets, with a focus on single-stock options
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Build, maintain, and extend large-scale financial data pipelines to support research and live trading
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Develop, maintain, and enhance option pricing and volatility models, ensuring robustness, accuracy, and performance in production
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Ensure high data quality standards across research and trading workflows
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Validate and assess suitability of models under different market conditions
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Contribute to portfolio optimisation, capital allocation, and margin efficiency
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Support the expansion of trading strategies into new markets Qualifications & Skills
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Advanced degree (PhD or MSc) in Statistical Physics, Mathematics
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Proven experience in quantitative research within a top-tier hedge fund or market-making environment, with a focus on volatility strategies
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Strong expertise in statistical modellingExperience researching and deploying alpha signals and systematic strategies
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Solid understanding of options, volatility surfaces, and derivatives modelling
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Strong programming skills in Python/R, with experience in data-intensive workflows
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Experience working with large-scale financial datasets and listed options data
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Familiarity with financial data platforms (e.g. Bloomberg, Reuters)
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Demonstrated ability to build production-grade research systems and scale strategies
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