We are supporting a buy-side Portfolio Manager running a multi-asset tail risk and convexity-focused strategy , who is looking to add a Quant Trader to their team. The role sits directly on the investment desk and is focused on the research, implementation, and active management of live risk.

This is a hands-on position with real responsibility for capital deployment, risk management, and performance , rather than a pure research or support role.

Responsibilities

1. Research and implement quantitative trading ideas across equities, rates, FX, commodities, and volatility
2. Design and manage convex payoff structures aligned with portfolio-level risk objectives
3. Support capital allocation decisions across tail and defensive strategies
4. Actively manage positions to optimise carry, decay, and drawdown behaviour
5. Analyse stress scenarios, regime shifts, and cross-asset correlation dynamics
6. Monitor live exposures, risk limits, and P&L drivers in collaboration with the PM
7. Improve execution, hedging, and monetisation frameworks for volatile markets

Requirements

1. 4–5 years of experience in a buy-side trading, quantitative, or systematic role
2. Strong understanding of derivatives, volatility, and risk-based portfolio construction
3. Experience working with live capital and real-time risk
4. Strong programming skills (Python required; others a plus)
5. Commercial mindset with a clear understanding of risk-reward trade-offs
6. Comfortable operating in a lean, high-accountability investment team

The Opportunity

This role offers direct exposure to portfolio management and decision-making within a buy-side environment, working on strategies designed to perform during periods of market stress. The Quant Trader will play a key role in shaping how convexity is sourced, managed, and monetised across the portfolio.