Job reference: TG/44438Sector: Banking, Financial ServicesRegion: United Kingdom, LondonEquity Derivatives | Front Office | London | 90k–130kA 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.
Please ensure you read the below overview and requirements for this employment opportunity completely.
The team works closely with traders and sales, delivering pricing models, risk analytics and strategic quantitative solutions.
The RoleYou 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 modelsImplementation of models in C++ and/or Python within front-office librariesCalibration to market data and quantitative analysis to support trading decisionsCollaboration with traders, structurers and risk managers to deliver robust pricing toolsOwnership and maintenance of analytical infrastructureSupporting model governance, documentation and validation processesScenario analysis and stress testing for structured productsContributing to innovation in numerical methods and model efficiencyThis is a hands-on modelling role with strong business interaction and visibility.
Candidate Profile3+ years' experience in equity derivatives pricingExperience gained in front office quant or equity model validationExposure to vanilla and/or exotic equity derivatives (hybrids advantageous but not essential)MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science or similarStrong programming skills in C++ and/or PythonGood understanding of stochastic calculus, numerical methods and practical pricing challengesAbility to communicate complex quantitative concepts clearlyThis opportunity is well suited to an Analyst/AVP quant looking to deepen their exposure within a broad equity derivatives platform. xrnqpay
Pure strategy or pure development profiles without pricing experience are unlikely to be suitable. If you meet the requirements please apply and contact
Equity Derivatives Quant AVP in London 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
