- London, England, United Kingdom
- Full-time · Manager
Lead market‑making, risk deployment, and liquidity provision across EMEA single‑stock equities and derivatives in London.
Responsibilities
- Deliver two‑way pricing and principal market‑making across pan‑European single‑stock cash and flow derivatives
- Partner with Cash Equity Sales, Flow Derivatives Sales, and Prime Services to monetize institutional order flow
- Trade and hedge idiosyncratic risk around earnings announcements, index rebalancings, dividend adjustments, corporate actions, and borrow locate constraints
- Collaborate with Quantitative Strategists and Technology developers to enhance algorithmic market‑making models
- Optimize desk balance sheet usage, funding costs, synthetic borrow locates, and clearing across EMEA exchanges and MTFs
Requirements
- Bachelor’s or Master’s degree in Quantitative Finance, Mathematics, Physics, Computer Science, Engineering, or Economics
Skills
Benefits
- 27 days annual leave (plus bank holidays)
- discretional annual performance related bonus
- Private Medical Care & Life Insurance
- Employee Assistance Program
- Pension Plan



