Volatility Trading Quant Analyst — Fast-Paced Markets

Trading Interview; Greater London; Hybrid; GBP 75,000 - 110,000; Full time

Job summary

DRW is seeking a Quantitative Trading Analyst to join a volatility-focused trading team in London. You will analyze, develop, and implement trading strategies, build models, and manage live trading algorithms across multiple asset classes.

The role requires 1–2 years in trading or quantitative roles, a strong quantitative background, and proficiency in Python with additional SQL/R/C++ experience a plus. DRW values autonomy, collaboration, and innovation.

Qualifications

• 1–2 years in trading, quantitative analysis, research, or related role.
• Strong mathematical background in quantitative fields.
• Excellent quantitative and analytical problem-solving skills.
• Understanding of probability, statistics, and market behavior.
• Proficiency in Python; SQL, R or C++ is a plus.
• Interest in financial markets and volatility products.
• Ability to work in a fast-paced, collaborative environment.
• Experience with derivatives or volatility products is desirable.

Responsibilities

• Analyze, improve, and implement trading strategies.
• Develop and maintain quantitative models, analytics, and tools.
• Analyze large datasets to identify market opportunities and risks.
• Manage live market trading algorithms actively.
• Provide liquidity in options via systematic strategies.
• Research volatility dynamics, pricing, and microstructure.
• Collaborate with tech teams to improve infrastructure and automation.
• Support new product and market expansion across asset classes.

Skills

Python

Quantitative analysis

Statistics

Market behavior

Education

Mathematics/Physics/CS/Engineering

Tools

SQL

R

C++

Git

Job description

DRW is seeking a Quantitative Trading Analyst to join a volatility-focused trading team in London. You will analyze, develop, and implement trading strategies, build models, and manage live trading algorithms across multiple asset classes.

The role requires 1–2 years in trading or quantitative roles, a strong quantitative background, and proficiency in Python with additional SQL/R/C++ experience a plus. DRW values autonomy, collaboration, and innovation.