At a Glance
- Tasks: Develop and enhance pricing models for equity derivatives using C++ and Python.
- Company: Leading global investment bank with a focus on innovation and collaboration.
- Benefits: Competitive salary, diverse work environment, and opportunities for professional growth.
- Other info: Encourages diverse applicants and offers support for adjustments in the application process.
- Why this job: Join a dynamic team and make an impact in the fast-paced world of equity derivatives.
- Qualifications: 3+ years in equity derivatives pricing and strong programming skills required.
The predicted salary is between 90000 - 130000 £ per year.
Specialisms: Equity Derivatives | Front Office | London | 90k–130k 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 Profile3+ 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 Ph D 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 We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies.
Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics.
We also invite applicants who meet most of the listed requirements, even if not all, to apply.
If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
Equity Derivatives Quant AVP Job in London employer: Barclay Simpson Corporate Governance Recruitment
As a leading global investment bank, we pride ourselves on fostering a dynamic and inclusive work environment in London, where innovation and collaboration thrive. Our Equity & Hybrid Products Quant team offers exceptional opportunities for professional growth, with hands-on involvement in cutting-edge quantitative analysis and direct interaction with traders and risk managers. We are committed to supporting our employees' development through continuous learning and a diverse talent pool, making us an excellent employer for those seeking meaningful and rewarding careers in finance.
Contact Details:
Barclay Simpson Corporate Governance Recruitment Recruitment Team
