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- Tasks: Join a dynamic team to build tools for pricing and risk in equity volatility trading.
- Company: Be part of a leading global investment firm with a focus on innovative strategies.
- Benefits: Enjoy competitive perks, collaborative culture, and opportunities for growth in finance.
- Why this job: Make an impact by developing models that drive trading success in a fast-paced environment.
- Qualifications: Strong Python skills and knowledge of equity derivatives are essential; experience in trading support is a plus.
- Other info: Work closely with traders and PMs, enhancing your skills in a supportive team atmosphere.
The predicted salary is between 43200 - 72000 £ per year.
We’re hiring for a Quantitative Strategist 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
Quant Strategist employer: Radley James
Contact Detail:
Radley James Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Quant Strategist
✨Tip Number 1
Familiarise yourself with the latest trends in equity volatility trading. Understanding current market conditions and how they affect pricing and risk analytics will give you an edge when discussing strategies with traders and PMs.
✨Tip Number 2
Brush up on your Python skills, especially in relation to building scalable tools and models. Consider working on personal projects or contributing to open-source projects that focus on financial modelling to showcase your abilities.
✨Tip Number 3
Network with professionals in the quantitative finance space. Attend industry conferences or webinars where you can meet traders and quants, as these connections can provide valuable insights and potentially lead to referrals.
✨Tip Number 4
Prepare to discuss specific examples of your experience with equity derivatives and risk representation. Being able to articulate your past projects and their impact will demonstrate your capability and readiness for the role.
We think you need these skills to ace Quant Strategist
Some tips for your application 🫡
Tailor Your CV: Make sure your CV highlights your strong Python development skills and any relevant experience in supporting volatility trading or delta one desks. Use specific examples to demonstrate your understanding of equity derivatives and risk representation.
Craft a Compelling Cover Letter: In your cover letter, express your enthusiasm for the Quantitative Strategist role and explain how your background aligns with the responsibilities outlined in the job description. Mention your experience with modelling and infrastructure, as well as your ability to collaborate with traders and PMs.
Showcase Relevant Projects: If you have worked on projects related to volatility surface construction, pricing analytics, or PnL attribution, be sure to include these in your application. Highlight any centralised Python libraries you’ve developed or contributed to, as this will demonstrate your technical capabilities.
Proofread Your Application: Before submitting your application, take the time to proofread your CV and cover letter. Ensure there are no grammatical errors or typos, as attention to detail is crucial in quantitative roles. A polished application reflects your professionalism and commitment.
How to prepare for a job interview at Radley James
✨Showcase Your Python Skills
Since strong Python development skills are crucial for this role, be prepared to discuss your experience in detail. Bring examples of projects where you've built scalable tools or models, and if possible, demonstrate your coding abilities during the interview.
✨Understand Equity Derivatives Deeply
Make sure you have a solid grasp of equity derivatives and risk representation. Be ready to explain complex concepts clearly, as this will show your depth of knowledge and ability to communicate effectively with traders and PMs.
✨Prepare for Technical Questions
Expect technical questions related to volatility surface construction, pricing, and risk analytics. Brush up on these topics and think through how you would approach real-world problems, as this will demonstrate your analytical thinking and problem-solving skills.
✨Emphasise Collaboration Skills
This role requires effective collaboration with traders, PMs, and fellow quants. Prepare examples from your past experiences that highlight your teamwork and communication skills, showing how you can contribute positively to the team dynamic.
