Quant Trader (Central Risk Book)

JR United Kingdom; Chesterfield; On-site; GBP 60,000 - 90,000; Full time

Job summary

Une société de négociation mondiale est à la recherche d'un Quant Trader expérimenté pour concevoir et mettre en œuvre des stratégies de gestion des risques. Le candidat idéal doit avoir de l'expérience en trading d'options et une solide maîtrise de Python, tout en cherchant à optimiser l'efficacité en capital. Cette opportunité vous permet de travailler dans un environnement de travail collaboratif et innovant, avec des possibilités de croissance de carrière.

Benefits

Environnement de trading collaboratif

Rémunération compétitive et croissance de carrière

Technologie de trading à la pointe

Qualifications

• Expérience en stratégies d'exécution et gestion des risques automatisée.
• Expérience dans le trading d'options et delta hedging.
• Esprit stratégique axé sur l'efficacité du capital.

Responsibilities

• Développer et modéliser des stratégies d'internalisation et d'optimisation des risques.
• Gérer le risque d'exécution centralisé.
• Collaborer avec des quantificateurs et des développeurs.

Skills

Risk Management

Execution Strategies

Python

Portfolio Optimization

Education

STEM Degree

Job description

Social network you want to login/join with:

Quant Trader (Central Risk Book), chesterfield

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Client:

CW Talent Solutions

Location:

chesterfield, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

3

Posted:

04.06.2025

Expiry Date:

19.07.2025

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Job Description:

CW Talent Solutions is partnering with a leading global trading firm to hire an experienced Central Risk Book Trader to drive the build-out of a Cutting Edge CLB Strategy.

The Role:

We are seeking an experienced CRB Trader to design and implement central risk management strategies, working alongside top-tier developers and quant researchers. This is a rare opportunity to refine risk internalization, optimize execution, and enhance firm-wide capital efficiency.

Key Responsibilities:

• Develop and model internalization and risk optimization strategies across equities
• Manage centralized execution risk, ensuring capital efficiency and best execution
• Optimize risk transfer and hedging strategies to reduce market impact
• Collaborate with quants, developers, and traders to enhance execution methodologies
• Identify and correct biases in data, ensuring robust strategy performance
• Engage with exchanges and liquidity providers to refine trading strategies

Preferred Experience:

• Strong background in execution strategies & automated risk management
• STEM degree with significant industry exposure to Python
• Experience in equity derivatives, options trading, and delta hedging
• Understanding of portfolio optimization & factor models
• Strategic mindset with a passion for capital efficiency & risk optimization
• Self-starter who challenges conventional thinking and drives improvement

What’s in it for you?

• Work in a collaborative, high-performance trading environment
• Competitive compensation and career growth in a world-class trading firm
• Access to cutting-edge trading technology and a culture of innovation