Quantitative Volatility Trader

London, New York Cityvia Xantium CareersPosted Mar 31, 2026
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Technical skills

PythonSRE

About this role

Quantitative Volatility Traders (QVTs) collaborate with developers and researchers to implement Xantium's derivatives trading strategies. Their roles require established Python coding skills, strong mental math, and developed market intuition.

Initial responsibilities include trading system monitoring and improvement; some roles also involve individual trade execution and support. Over time and with guidance from senior team members, all QVTs grow to better understand how the range of Xantium’s volatility strategies are developed and optimized.

We are seeking multiple QVTs for a rapidly growing team. At this time, candidates with derivatives experience in the following underlying asset types are particularly attractive: equities (single name and index), commodities, and fixed income.

All applicants should have:

  • 1-3+ years of fulltime experience trading derivatives or developing options trading systems
  • Bachelor’s degree (or higher) in hard sciences (e.g., mathematics, computer science, physics, engineering, etc.)

- Strong Python coding skills

Compensation: Quantitative Volatility Traders in New York can expect to earn $150,000 to $225,000+ base. Total compensation for all Quantitative Volatility Traders also includes a large annual bonus which is guaranteed in year one and based on employee and firm performance thereafter.

Before you apply

  • 1Which parts of your CV prove experience with Python and SRE?
  • 2Which recent work examples would make your application stronger for this role?
  • 3What details from the original source listing should you confirm before applying?

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