Quant Trader (Central Risk Book)

JR United Kingdom; Preston; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading global trading firm is seeking a skilled Quant Trader for its Central Risk Book team in Preston. This role offers the chance to design and implement innovative risk management strategies, optimize execution, and improve capital efficiency in a dynamic trading environment. Candidates should have a strong background in trading and a STEM degree, alongside robust Python skills.

Benefits

Collaborative high-performance environment

Competitive compensation

Access to cutting-edge trading technology

Career growth opportunities

Culture of innovation

Qualifications

• Strong background in equity derivatives and options trading.
• Experience with data biases and robust strategy performance.
• Self-starter with a strategic mindset.

Responsibilities

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

Skills

Execution strategies

Automated risk management

Python

Portfolio optimization

Delta hedging

Education

STEM degree

Job description

Social network you want to login/join with:

Quant Trader (Central Risk Book), preston, lancashire

col-narrow-left

Client:

CW Talent Solutions

Location:

preston, lancashire, United Kingdom

Job Category:

Other

-

EU work permit required:

Yes

col-narrow-right

Job Views:

2

Posted:

04.06.2025

Expiry Date:

19.07.2025

col-wide

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