Job reference: TG/041126Sector: Banking, Asset Management & Funds, Financial ServicesRegion: United Kingdom, LondonSpecialisms: Quant Researcher Jobs, Quant Trader JobsI'm working with a leading global financial markets and derivatives business looking to hire an experienced Senior Quant to join its derivatives pricing and analytics team in London. This is a hands-on quantitative role focused on Equity & FX volatility modelling, calibration and exotic derivatives pricing, with the opportunity to apply modern AI/ML techniques to pricing and risk analytics. The role will cover:
- Building and improving volatility smile/surface models across Equity & FX
- Pricing and modelling exotic derivatives including autocallables, barriers, cliquets, baskets and worst-of products
- Developing and enhancing Monte Carlo, PDE and semi-analytical pricing methods
- Improving pricing accuracy, Greeks and risk calculations
- Applying AI/ML techniques to accelerate pricing, VaR and XVA calculations
- Working closely with front-office trading desks, risk teams and clientsLooking for:
- Strong experience in Equity and/or FX derivatives pricing and modelling
- Hands-on exotic options and volatility modelling/calibration experience
- Local Vol, Stochastic Vol and/or Local-Stochastic Vol
- Strong numerical methods including Monte Carlo and PDEs
- Python and C++
- MSc or PhD in a quantitative disciplinePlease get in touch with your CV if you'd like to discuss the opportunity confidentially.tg@barclaysimpson.com
VP Quant - Equity & FX Exotics / Volatility 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
