Quant Trader (Central Risk Book)

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

Job summary

A leading global trading firm is seeking a Quant Trader to implement cutting-edge risk management strategies. Ideal candidates will have a strong background in automated risk management and execution strategies, with expertise in Python and equity derivatives. The role offers competitive compensation, career growth, and access to advanced trading technology in a collaborative environment.

Benefits

Competitive compensation

Career growth opportunities

Access to cutting-edge trading technology

Qualifications

• Significant industry exposure to Python.
• Experience in equity derivatives and options trading.
• Strategic mindset with a focus on capital efficiency.

Responsibilities

• Develop and model internalization and risk optimization strategies.
• Manage centralized execution risk for capital efficiency.
• Collaborate with teams to enhance execution methodologies.

Skills

Execution strategies

Automated risk management

Portfolio optimization

Data bias correction

Capital efficiency

Education

STEM degree

Job description

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Quant Trader (Central Risk Book), south west london

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Client:

CW Talent Solutions

Location:

south west london, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

1

Posted:

06.06.2025

Expiry Date:

21.07.2025

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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