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 team in London.
- Benefits: Competitive salary of £130k, on-the-job training, and career growth opportunities.
- Other info: Engage in a collaborative environment with excellent visibility and support.
- Why this job: Join a hands-on role that impacts trading strategies and model innovation.
- Qualifications: 3+ years in equity derivatives pricing and strong programming skills in C++ or Python.
The predicted salary is between 130000 - 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
- Provide quantitative and analytical expertise to support trading strategies, pricing and risk management across equity derivatives.
- 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. On the job training and career growth opportunities.
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 to the advert and contact tg@barclaysimpson.com for immediate response.
Equity Derivatives Desk Quant - AVP in London employer: Barclay Simpson
Join a leading global investment bank in London, where you will thrive in a dynamic and collaborative work culture that values innovation and professional growth. As an AVP-level Quantitative Analyst, you will have the opportunity to work closely with traders and sales, enhancing your skills while contributing to cutting-edge pricing models and risk analytics. With competitive compensation and a commitment to employee development, this role offers a meaningful career path in the fast-paced world of equity derivatives.
StudySmarter Expert Advice🤫
We think this is how you could land Equity Derivatives Desk Quant - AVP in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance world, especially those in equity derivatives. A friendly chat can lead to insider info about job openings that aren't even advertised yet.
✨Tip Number 2
Show off your skills! Prepare a portfolio of your quantitative models or projects you've worked on. When you get the chance to meet potential employers, having tangible examples of your work can really set you apart.
✨Tip Number 3
Practice makes perfect! Brush up on your C++ and Python skills, and be ready to tackle some coding challenges during interviews. Being able to demonstrate your programming prowess will give you a serious edge.
✨Tip Number 4
Don’t forget to apply through our website! We’ve got loads of opportunities waiting for talented quants like you. Plus, it’s a great way to ensure your application gets seen by the right people.
We think you need these skills to ace Equity Derivatives Desk Quant - AVP in London
Some tips for your application 🫡
Tailor Your CV:Make sure your CV is tailored to the role of an Equity Derivatives Desk Quant. Highlight your experience in equity derivatives pricing and any relevant programming skills in C++ or Python. We want to see how your background aligns with what we're looking for!
Craft a Compelling Cover Letter:Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative analysis and how your skills can contribute to our team. Keep it concise but impactful, and don’t forget to mention your experience with trading strategies and risk management.
Showcase Your Technical Skills:Since this role involves hands-on modelling, make sure to showcase your technical skills clearly. Include specific examples of projects where you've developed pricing models or conducted quantitative analysis. We love seeing practical applications of your knowledge!
Apply Through Our Website:We encourage you to apply through our website for a smoother application process. It helps us keep track of your application and ensures you’re considered for the role. Plus, it’s super easy – just follow the prompts and submit your materials!
How to prepare for a job interview at Barclay Simpson
✨Know Your Models Inside Out
Make sure you’re well-versed in the equity derivatives pricing and risk models you’ve worked with. Be ready to discuss how you developed or enhanced these models, and be prepared to explain your thought process behind calibration and implementation in C++ or Python.
✨Brush Up on Stochastic Calculus
Since a solid understanding of stochastic calculus is crucial for this role, take some time to review key concepts and practical applications. You might be asked to solve problems or explain how you would approach certain pricing challenges during the interview.
✨Showcase Your Collaboration Skills
This role involves working closely with traders, structurers, and risk managers. Be ready to share examples of how you’ve successfully collaborated in the past, highlighting your ability to communicate complex quantitative concepts clearly and effectively.
✨Prepare for Scenario Analysis Questions
Expect questions around scenario analysis and stress testing for structured products. Think about specific instances where you’ve conducted such analyses and be prepared to discuss the methodologies you used and the insights gained from them.
