Quant Trader (Central Risk Book)

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

Job summary

A leading global trading firm seeks an experienced Quant Trader for their Sheffield office. The role involves designing centralized risk management strategies to enhance capital efficiency while collaborating with top developers and quant researchers. Candidates should have a strong background in execution strategies and risk management, with a STEM degree and industry experience, particularly in Python. This opportunity offers career growth and access to advanced trading technology within a collaborative environment.

Benefits

Competitive compensation

Career growth opportunities

Access to cutting-edge trading technology

Collaborative high-performance trading environment

Qualifications

• Strong background in execution strategies, automated risk management.
• Experience in equity derivatives, options trading, and delta hedging.
• Understanding of portfolio optimization and factor models.

Responsibilities

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

Skills

Execution strategies

Automated risk management

Portfolio optimization

Python

Education

STEM degree

Job description

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Quant Trader (Central Risk Book), sheffield, south yorkshire

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Client:

CW Talent Solutions

Location:

sheffield, south yorkshire, 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