Company: Grainstone Lee
Location: London
Posted: April 20th, 2026
We are working with a high-performing, 200-person quantitative hedge fund that is expanding its footprint across London and New York.
The firm has built a reputation for combining rigorous quantitative research with disciplined execution, operating across global cash and derivatives markets. As part of continued growth, they are seeking to hire a quant dev/trader to join a collaborative trading environment focused on managing systematic strategies across vol markets.
You will sit between trading, research, and technology, working closely with developers and quantitative researchers to implement and optimise derivatives strategies.
This is a great opportunity for individuals who combine strong coding ability with market intuition and want to deepen their understanding of volatility trading in a systematic environment.
Over time, you will gain increasing exposure to how strategies are designed, tested, and deployed, with clear progression into more senior trading responsibility.
Candidates with experience across the following asset classes are particularly relevant:
#J-18808-Ljbffr