Quant Strategist
South East London, England, United Kingdom
Radley James
to join a top-performing Emerging Markets Delta One (EMD1) desk at a global multi-strategy investment firm. This role sits within a centralized Quant Strat team supporting Equity Volatility trading, with a focus on building scalable tools and models for pricing, risk, and PnL attribution. What you’ll be doing You’ll work closely with traders and … PMs to support the desk’s equity vol strategies, taking ownership of modelling and infrastructure across: Volatility surface construction and calibration Pricing and risk analytics for vanilla and exotic equity derivatives Dividends and funding model development Daily PnL explanation and attribution Centralised Python libraries for valuation and risk What they're looking for: Strong Python development … skills in a production environment Experience supporting volatility trading or delta one desks Solid understanding of equity derivatives and risk representation Exposure to dividends, funding, and PnL modelling Ability to collaborate effectively with traders, PMs, and fellow quants More ❯
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