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Quantitative Strategist (Volatility)

Radley James
Slough
2 days ago
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Top multi-manager quant fund is seeking to hire a talented Quantitative Strategist to support a high-performing Volatility Trading team. You will work on vanilla and exotic product modelling, parameter marking and risk representation across all regions.


What you’ll do:

  • You will support portfolio managers and traders in developing parameters so that areas such as volatility surfaces, dividends and funding are fully insourced for scale production and subsequent re-use in the pricing and risking of books.
  • You will support portfolio managers and traders maintaining a centralized library for valuation and risk calculations.
  • This will include opportunity to lead efforts on: Vol surface parameterization, Vol product pricing, risk representation and rationalisation; Dividends modelling


What we’re looking for:

  • An advanced degree (Masters or PhD) in Maths, Physics, Computer Science or similar
  • 4-10 years experience with volatility trading strategies
  • Strong Python engineering/data analysis skills
  • Experience working with portfolio managers, traders and quantitative risk teams
  • Excellent communication skills, both written and verbal


This is a full-time role based in London


Compensation is highly competitive and contingent on experience.

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