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Quant Strategist - Multi-Strat Hedge Fund

Radley JamesLondon, England, United Kingdom

1 day ago

Job type

Full-time

Job description

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FinTech Headhunter | Connecting Top Software Developers & Quant Traders with Leading Financial Institutions | Specialist @ Radley James

Quantitative Volatility Strategist – Global Multi-Manager Platform

Location : London

A global multi-strategy hedge fund, is seeking a Quantitative Strategist to join its Volatility Trading team. You’ll be part of a centralised group that collaborates directly with portfolio managers and traders across geographies, shaping how volatility risk is modelled, priced, and understood at scale.

As a Volatility Strategist, you will :

Lead parameterisation of volatility surfaces and risk representation for vanilla and exotic products
Design and maintain models for pricing, dividends, funding and risk attribution
Own and maintain core infrastructure used in the day-to-day management of vol books
Work cross-functionally to support the automation and scalability of valuation and risk libraries

Key Requirements

Strong Python skills in a production environment

Direct experience with volatility trading strategies

Exposure to modelling dividends, vol surfaces, and PnL attribution

Prior collaboration with traders, portfolio managers, and quant risk teams

Excellent communication skills and strong ownership mindset

This opportunity offers a competitive compensation package and hybrid working model.

Seniority level

Associate

Employment type

Full-time

Job function

Finance and Engineering

Industries

Engineering Services and Financial Services

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Hedge Fund • London, England, United Kingdom

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