Quant Trader (Central Risk Book)

CW Talent Solutions; London; On-site; GBP 70,000 - 110,000; Full time

Job summary

CW Talent Solutions is recruiting an experienced Central Risk Book Trader for a prestigious trading firm in London. The role involves designing and implementing central risk strategies, optimizing execution, and working closely with developers and researchers. Ideal candidates will have a strong STEM background and experience in automated risk management and equity derivatives.

Benefits

Competitive compensation

Career growth

Cutting-edge trading technology

Collaborative trading environment

Qualifications

• Strong background in execution strategies & automated risk management.
• Experience in equity derivatives, options trading, and delta hedging.

Responsibilities

• Develop and model internalization and risk optimization strategies.
• Manage centralized execution risk, ensuring capital efficiency.
• Collaborate with quants, developers, and traders to enhance execution methodologies.

Skills

Execution strategies

Risk management

Portfolio optimization

Data analysis

Education

STEM degree

Job description

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Director at CW Talent Solutions | Hedgefund Talent Advisory

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

Get in touch today!

[e-mail]

Seniority level

• Seniority level

  Mid-Senior level

Employment type

• Employment type

  Full-time

Job function

• Job function

  Finance

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