Quant Trader – Multi-Asset (Tail Risk / Convex Strategies) / London / £ Base + Benefits
Core
Research, implement, and actively manage live risk for a multi-asset tail risk and convexity-focused strategy across equities, rates, FX, commodities, and volatility.
Role type
Senior IC quant trader (multi-asset, tail risk/convexity)
Builds
Convex payoff structures and risk-managed positions aligned with portfolio objectives
Domain
Buy-side investment, multi-asset derivatives, volatility trading
Required skills
quantitative trading, derivatives, volatility, risk-based portfolio construction, Python, live capital management, stress scenario analysis, cross-asset correlation analysis, execution optimization, hedging frameworks
Preferred skills
systematic trading, commercial mindset, lean team operation
Technologies
Python
Responsibilities
Research and implement quantitative trading ideas across multiple asset classes; Design and manage convex payoff structures; Support capital allocation decisions; Actively manage positions to optimize carry, decay, and drawdown; Analyse stress scenarios and regime shifts; Monitor live exposures and risk limits; Improve execution and hedging frameworks
