London Quant Volatility Trader - Systematic & Discretionary

Qenexus; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

Qenexus is seeking a Quantitative Volatility Trader to lead volatility strategies from our London office, blending systematic and discretionary approaches across both listed and OTC derivatives. You will collaborate with a small, experienced quant team on model development, live trading, and alpha research, translating market insights into alpha-generating positions while managing risk in real time.

Strong programming skills in Python or C++ and a proven track record of P&L generation are

Qualifications

• 3+ years in quantitative or volatility trading on hedge funds or derivatives desks.
• Deep understanding of volatility surface dynamics, skew and term structure.
• Proficient in Python or C++ for strategy development and backtesting.
• Strong grasp of options pricing, Greeks and risk management.
• Track record of consistent P&L generation.
• Excellent numerical and pattern-recognition abilities.

Responsibilities

• Develop and execute volatility strategies across listed and OTC derivatives, managing real-time risk and positioning.
• Collaborate with a small quant team on model development, live trading, and alpha research.
• Translate market signals into systematic and discretionary trades with disciplined risk controls.

Skills

Python

C++

Volatility trading

Numeracy

Backtesting

Tools

Backtesting frameworks

Options pricing libraries

Job description

Qenexus is seeking a Quantitative Volatility Trader to lead volatility strategies from our London office, blending systematic and discretionary approaches across both listed and OTC derivatives. You will collaborate with a small, experienced quant team on model development, live trading, and alpha research, translating market insights into alpha-generating positions while managing risk in real time.

Strong programming skills in Python or C++ and a proven track record of P&L generation are