Quant Strategist - Multi-Strat Hedge Fund
Quant Strategist - Multi-Strat Hedge Fund

Quant Strategist - Multi-Strat Hedge Fund

Full-Time 72000 - 108000 £ / year (est.) Home office (partial)
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At a Glance

  • Tasks: Join our Volatility Trading team to model and price volatility risk.
  • Company: A leading global multi-strategy hedge fund based in London.
  • Benefits: Enjoy a competitive salary and a flexible hybrid working model.
  • Why this job: Be part of a dynamic team shaping financial strategies with real impact.
  • Qualifications: Strong Python skills and experience in volatility trading required.
  • Other info: Collaborate with top professionals across the globe in a fast-paced environment.

The predicted salary is between 72000 - 108000 £ per year.

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.

Quant Strategist - Multi-Strat Hedge Fund employer: Radley James

Join a leading global multi-strategy hedge fund in London, where innovation meets collaboration. As a Quantitative Strategist, you'll thrive in a dynamic work culture that values teamwork and encourages professional growth through direct engagement with portfolio managers and traders. Enjoy a competitive compensation package and the flexibility of a hybrid working model, making this an exceptional opportunity for those seeking meaningful and rewarding employment in the finance sector.
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Contact Detail:

Radley James Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Quant Strategist - Multi-Strat Hedge Fund

✨Tip Number 1

Familiarise yourself with the latest trends in volatility trading strategies. Understanding current market dynamics and how they affect volatility can give you an edge during discussions with our team.

✨Tip Number 2

Brush up on your Python skills, especially in a production environment. Being able to demonstrate your coding proficiency through practical examples or projects can significantly boost your chances.

✨Tip Number 3

Network with professionals in the hedge fund industry, particularly those involved in volatility trading. Engaging in conversations can provide insights into what we value in candidates and help you make a lasting impression.

✨Tip Number 4

Prepare to discuss your previous collaborations with traders and portfolio managers. Highlighting specific instances where you've contributed to successful outcomes will showcase your teamwork and communication skills.

We think you need these skills to ace Quant Strategist - Multi-Strat Hedge Fund

Strong Python Programming
Volatility Trading Strategies
Modeling Volatility Surfaces
Risk Attribution Techniques
Pricing Models for Financial Products
Dividends Modelling
PnL Attribution Analysis
Core Infrastructure Management
Automation of Valuation Libraries
Cross-Functional Collaboration
Excellent Communication Skills
Ownership Mindset
Quantitative Analysis
Financial Risk Management

Some tips for your application 🫡

Tailor Your CV: Make sure your CV highlights your strong Python skills and any direct experience you have with volatility trading strategies. Emphasise relevant projects or roles that showcase your ability to model dividends, volatility surfaces, and PnL attribution.

Craft a Compelling Cover Letter: In your cover letter, explain why you're interested in the Quantitative Volatility Strategist position. Discuss your previous collaborations with traders and portfolio managers, and how your communication skills and ownership mindset will contribute to the team.

Showcase Relevant Experience: When detailing your work experience, focus on specific examples where you've designed or maintained models for pricing and risk attribution. Highlight any core infrastructure you've owned or managed that relates to volatility trading.

Proofread and Edit: Before submitting your application, carefully proofread your documents. Ensure there are no typos or grammatical errors, as attention to detail is crucial in this field. A polished application reflects your professionalism and commitment.

How to prepare for a job interview at Radley James

✨Showcase Your Python Skills

Make sure to highlight your strong Python skills during the interview. Be prepared to discuss specific projects where you've used Python in a production environment, especially related to volatility trading strategies.

✨Demonstrate Your Understanding of Volatility Trading

Be ready to explain your direct experience with volatility trading strategies. Discuss how you've modelled dividends, volatility surfaces, and PnL attribution in previous roles, as this will show your expertise in the field.

✨Emphasise Collaboration Experience

Since the role involves working closely with traders and portfolio managers, share examples of past collaborations. Highlight how you’ve effectively communicated complex quantitative concepts to non-technical stakeholders.

✨Prepare for Technical Questions

Expect technical questions related to risk representation and model design. Brush up on your knowledge of pricing models and be ready to discuss how you would approach maintaining core infrastructure for volatility books.

Quant Strategist - Multi-Strat Hedge Fund
Radley James
R
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