Quant Trader (Central Risk Book)

JR United Kingdom; Slough; On-site; GBP 70,000 - 90,000; Full time

Job summary

A leading global trading firm seeks an experienced Quant Trader for the Central Risk Book in Slough. This role involves designing and implementing risk management strategies, collaborating with top-tier developers, and optimizing capital efficiency. The ideal candidate will have a strong background in execution strategies and experience with Python in the trading context.

Benefits

Competitive compensation

Career growth opportunities

Access to cutting-edge trading technology

Collaborative work environment

Qualifications

• Strong background in execution strategies and automated risk management.
• Significant industry exposure to Python.
• Experience in equity derivatives, options trading, and delta hedging.

Responsibilities

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

Skills

Execution strategies

Automated risk management

Portfolio optimization

Data analysis

Capital efficiency

Risk optimization

Python

Education

STEM degree

Job description

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Quant Trader (Central Risk Book), slough

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Client:

CW Talent Solutions

Location:

slough, United Kingdom

Job Category:

Other

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EU work permit required:

Yes

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Job Views:

5

Posted:

31.05.2025

Expiry Date:

15.07.2025

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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