Senior Quant Researcher — Equity Autocallables Front Office

A hedge fund firm in London is seeking a senior Quantitative Researcher to develop a proprietary pricing and volatility framework for Autocallables. The role involves supporting the complete trade lifecycle, working closely with traders to ensure models impact commercial performance and PnL. Candidates should have experience in equity derivatives pricing, strong quantitative skills, and the ability to write production-quality code in Python. This is a full-time position focused on commercial success in a dynamic environment. #J-18808-Ljbffr