Quant Trader – Multi‑Asset Tail Risk & Convex Strategies

About the role

We are supporting a buy‑side Portfolio Manager who runs a multi‑asset tail‑risk and convexity‑focused strategy. The Quant Trader will sit directly on the investment desk, taking ownership of research, implementation and active management of live risk across a range of asset classes.

Key responsibilities

• Research and implement quantitative trading ideas across equities, rates, FX, commodities and volatility.
• Design and manage convex payoff structures that align with portfolio‑level risk objectives.
• Support capital allocation decisions for tail‑risk and defensive strategies.
• Actively manage positions to optimise carry, decay and draw‑down behaviour.
• Analyse stress scenarios, regime shifts and cross‑asset correlation dynamics.
• Monitor live exposures, risk limits and P&L drivers in collaboration with the Portfolio Manager.
• Improve execution, hedging and monetisation frameworks for volatile markets.

Required profile

• 4–5 years of experience in a buy‑side trading, quantitative or systematic role.
• Strong understanding of derivatives, volatility and risk‑based portfolio construction.
• Experience working with live capital and real‑time risk management.
• Commercial mindset with clear appreciation of risk‑reward trade‑offs.
• Comfortable operating in a lean, high‑accountability investment team.

Required skills

• Python programming