At a Glance
- Tasks: Develop and enhance pricing models for equity derivatives while collaborating with traders.
- Company: Leading global investment bank with a dynamic front-office environment.
- Benefits: Competitive salary, hands-on experience, and opportunities for innovation.
- Other info: Great visibility and career growth in a collaborative setting.
- Why this job: Join a high-impact team and deepen your expertise in equity derivatives.
- Qualifications: 3+ years in equity derivatives pricing and strong programming skills in C++ or Python.
The predicted salary is between 90000 - 130000 £ per year.
A leading global investment bank is seeking an AVP-level Quantitative Analyst to join its Equity & Hybrid Products Quant team in London. This front-office aligned team supports trading across a broad equity derivatives platform, covering flow, exotics, hybrids, Delta 1 and convertibles. The team works closely with traders and sales, delivering pricing models, risk analytics and strategic quantitative solutions.
The Role
You will provide quantitative and analytical expertise to support trading strategies, pricing and risk management across equity derivatives. Key responsibilities include:
- Development and enhancement of equity derivatives pricing and risk models
- Implementation of models in C++ and/or Python within front-office libraries
- Calibration to market data and quantitative analysis to support trading decisions
- Collaboration with traders, structurers and risk managers to deliver robust pricing tools
- Ownership and maintenance of analytical infrastructure
- Supporting model governance, documentation and validation processes
- Scenario analysis and stress testing for structured products
- Contributing to innovation in numerical methods and model efficiency
This is a hands-on modelling role with strong business interaction and visibility.
Candidate Profile
- 3+ years’ experience in equity derivatives pricing
- Experience gained in front office quant or equity model validation
- Exposure to vanilla and/or exotic equity derivatives (hybrids advantageous but not essential)
- MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science or similar
- Strong programming skills in C++ and/or Python
- Good understanding of stochastic calculus, numerical methods and practical pricing challenges
- Ability to communicate complex quantitative concepts clearly
This opportunity is well suited to an Analyst/AVP quant looking to deepen their exposure within a broad equity derivatives platform. Pure strategy or pure development profiles without pricing experience are unlikely to be suitable.
If you meet the requirements please apply and contact tg@barclaysimpson.com
Equity Derivatives Quant AVP employer: Barclay Simpson Corporate Governance Recruitment
As a leading investment bank located in London, we pride ourselves on fostering a dynamic and inclusive work culture that prioritises employee growth and development. Our commitment to innovation in quantitative analytics offers unique opportunities for professionals to influence pricing models across multiple asset classes while collaborating with top-tier teams. With competitive compensation packages and a focus on continuous improvement, we are an excellent employer for those seeking meaningful and rewarding careers in the financial services sector.
Contact Details:
Barclay Simpson Corporate Governance Recruitment Recruitment Team
StudySmarter Expert Advice🤫
We think this is how you could land Equity Derivatives Quant AVP
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We think you need these skills to ace Equity Derivatives Quant AVP
Some tips for your application 🫡
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✨Brush Up on Financial Analysis Skills
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