Quantitative Volatility Trader
Job in
Greater London, London, Greater London, W1B, England, UK
Listed on 2026-08-27
Listing for:
Qenexus
Full Time
position Listed on 2026-08-27
Job specializations:
-
Finance & Banking
Trading - Equity / Derivatives / Quantitative
Job Description & How to Apply Below
Our client, an established £15bn AUM hedge fund with a superb YTD track record, is recruiting a Quantitative Volatility Trader to lead systematic and discretionary volatility strategies from their London office.
The Role:You'll develop and execute volatility strategies across listed and OTC derivatives, managing portfolio positioning and risk in real time. Work directly with a small, experienced quant team on model development, live trading, and alpha research. This combines strategy research, execution discipline, and market conviction.
What They're Looking For:- 3+ years in quantitative or volatility trading (hedge fund, prop trading, or derivatives desk)
- Deep understanding of volatility surface dynamics, skew, and term structure
- Proficiency in Python or C++ for strategy development and backtesting
- Solid grasp of options pricing, Greeks, and risk framework
- Track record of consistent P&L generation
- Strong numeracy and pattern recognition
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