Qenexus
Quantitative Volatility Trader
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Our client, an established £15bn AUM hedge fund with a superb YTD track record, is recruiting a Quantitative Volatility Trader to lead systematic and discretionary volatility strategies from their London office.
The Role:
- You'll develop and execute volatility strategies across listed and OTC derivatives, managing portfolio positioning and risk in real time.
- Work directly with a small, experienced quant team on model development, live trading, and alpha research.
- This combines strategy research, execution discipline, and market conviction.
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What They're Looking For:
- 3+ years in quantitative or volatility trading (hedge fund, prop trading, or derivatives desk)
- Deep understanding of volatility surface dynamics, skew, and term structure
- Proficiency in Python or C++ for strategy development and backtesting
- Solid grasp of options pricing, Greeks, and risk framework
- Track record of consistent P&L generation
- Strong numeracy and pattern recognition
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For more information, reach out to Tom on tom@qenexus.com or apply below.
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