Quant Trader (Central Risk Book)

JR United Kingdom; Hemel Hempstead; On-site; GBP 70,000 - 100,000; Full time

Job summary

Une entreprise de trading mondial recherche un Trader expérimenté en Central Risk Book. Vous serez responsable de concevoir et mettre en œuvre des stratégies de gestion des risques tout en collaborant avec des développeurs et des chercheurs quantitatifs. Ce poste offre des opportunités de croissance de carrière dans un environnement de travail performant avec une culture d'innovation.

Benefits

Compensation compétitive

Accès à des technologies de trading de pointe

Environnement collaboratif

Opportunités de croissance de carrière

Qualifications

• Expérience en trading d'options et en hedging delta.
• Compréhension des modèles facteurs et de l'optimisation de portefeuille.
• Mentalité stratégique passionnée par l'efficacité du capital.

Responsibilities

• Développer des stratégies d'optimisation des risques au sein des actions.
• Gérer le risque d'exécution centralisé et optimiser l'efficacité du capital.
• Collaborer avec des quants et des traders pour optimiser les méthodes d'exécution.

Skills

Execution strategies

Automated risk management

Portfolio optimization

Data bias identification

Education

STEM degree

Tools

Python

Job description

Social network you want to login/join with:

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Client:

CW Talent Solutions

Location:

hemel hempstead, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

2

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