Quant Strategist - Multi-Strat Hedge Fund

JR United Kingdom; Slough; Hybrid; GBP 70,000 - 120,000; Full time

Job summary

A leading multi-strategy hedge fund is seeking a Quantitative Volatility Strategist in Slough. This role involves collaborating with portfolio managers and traders to model and manage volatility risk efficiently. Application of strong Python skills and experience in volatility trading strategies is crucial.

Qualifications

• Strong Python skills in a production environment.
• Direct experience with volatility trading strategies.
• Excellent communication skills and strong ownership mindset.

Responsibilities

• Lead parameterisation of volatility surfaces and risk representation.
• Design and maintain models for pricing and risk attribution.
• Work cross-functionally to support automation and scalability.

Skills

Python

Volatility Trading

Communication

Job description

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Quant Strategist - Multi-Strat Hedge Fund, slough

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Client:

Radley James

Location:

slough, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

28.06.2025

Expiry Date:

12.08.2025

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Job Description:

Quantitative Volatility Strategist – Global Multi-Manager Platform

Location: London

A global multi-strategy hedge fund, is seeking a Quantitative Strategist to join its Volatility Trading team. You’ll be part of a centralised group that collaborates directly with portfolio managers and traders across geographies, shaping how volatility risk is modelled, priced, and understood at scale.

As a Volatility Strategist, you will:

• Lead parameterisation of volatility surfaces and risk representation for vanilla and exotic products
• Design and maintain models for pricing, dividends, funding and risk attribution
• Own and maintain core infrastructure used in the day-to-day management of vol books
• Work cross-functionally to support the automation and scalability of valuation and risk libraries

Key Requirements

• Strong Python skills in a production environment
• Direct experience with volatility trading strategies
• Exposure to modelling dividends, vol surfaces, and PnL attribution
• Prior collaboration with traders, portfolio managers, and quant risk teams
• Excellent communication skills and strong ownership mindset

This opportunity offers a competitive compensation package and hybrid working model.