Quant Trader - Multi-Asset Tail Risk / Convex Strategies / London / £ Base Benefits

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 • Research and implement quantitative trading ideas across equities, rates, FX, commodities, and volatility • Design and manage convex payoff structures aligned with portfolio-level risk objectives • Support capital allocation decisions across tail and defensive strategies • Actively manage positions to optimise carry, decay, and drawdown behaviour • Analyse stress scenarios, regime shifts, and cross-asset correlation dynamics • Monitor live exposures, risk limits, and P&L drivers in collaboration with the PM • Improve execution, hedging, and monetisation frameworks for volatile markets Requirements • 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 • Strong programming skills (Python required; others a plus) • Commercial mindset with a clear understanding of risk-reward trade-offs • 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.