Equity Derivatives Desk Quant - AVP - Barclay Simpson
Equity Derivatives Desk Quant - AVP - Barclay Simpson

Equity Derivatives Desk Quant - AVP - Barclay Simpson

Full-Time 130000 - 130000 £ / year (est.) No home office possible
Jobs via eFinancialCareers

At a Glance

  • Tasks: Develop and enhance pricing models for equity derivatives using C++ and Python.
  • Company: Join a leading global investment bank with a dynamic front-office team.
  • Benefits: Competitive salary of £130k, on-the-job training, and career growth opportunities.
  • Other info: Hands-on role with excellent visibility and collaboration with traders and risk managers.
  • Why this job: Make a real impact by supporting trading strategies and risk management in equity derivatives.
  • Qualifications: 3+ years in equity derivatives pricing and strong programming skills required.

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.

Qualifications

  • 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.

Equity Derivatives Desk Quant - AVP - Barclay Simpson employer: Jobs via eFinancialCareers

Barclay Simpson is an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. With a strong focus on employee growth, the company provides extensive training and development opportunities, ensuring that team members can enhance their skills while contributing to cutting-edge quantitative solutions in equity derivatives. The supportive culture fosters close partnerships with traders and risk managers, making it an ideal place for those seeking meaningful and rewarding careers in finance.
Jobs via eFinancialCareers

Contact Detail:

Jobs via eFinancialCareers Recruiting Team

StudySmarter Expert Advice 🤫

We think this is how you could land Equity Derivatives Desk Quant - AVP - Barclay Simpson

✨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 or even a referral.

✨Tip Number 2

Prepare for interviews by brushing up on your quantitative skills and market knowledge. Be ready to discuss your experience with pricing models and risk analytics, as these are key in the role we're looking at.

✨Tip Number 3

Showcase your programming prowess! If you’ve worked with C++ or Python, be prepared to talk about specific projects where you implemented models or tools. This will help us see your hands-on experience.

✨Tip Number 4

Don’t forget to apply through our website! It’s the best way to ensure your application gets seen by the right people. Plus, we love seeing candidates who take that extra step.

We think you need these skills to ace Equity Derivatives Desk Quant - AVP - Barclay Simpson

Quantitative Analysis
Equity Derivatives Pricing
C++ Programming
Python Programming
Risk Management
Market Data Calibration
Numerical Methods
Stochastic Calculus
Scenario Analysis
Stress Testing
Model Governance
Analytical Infrastructure Maintenance
Communication of Quantitative Concepts
Collaboration with Traders and Risk Managers

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 our needs!

Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you're passionate about quantitative analysis in equity derivatives. Share specific examples of your past work that demonstrate your analytical expertise and collaboration with traders.

Showcase Your Technical Skills: Don’t forget to highlight your programming skills and understanding of stochastic calculus. We’re looking for someone who can implement models and contribute to innovation, so make sure to mention any relevant projects or experiences you've had.

Apply Through Our Website: We encourage you to apply directly through our website. It’s the best way for us to receive your application and ensures you don’t miss out on any important updates. Plus, we love seeing applications come in through our own platform!

How to prepare for a job interview at Jobs via eFinancialCareers

✨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 be ready to tackle any technical questions. You might even want to prepare a few examples of how you've applied these concepts in real-world scenarios.

✨Showcase Your Collaboration Skills

This role involves working closely with traders and risk managers, so be prepared to share examples of how you’ve successfully collaborated in the past. Highlight any experiences where your quantitative insights directly influenced trading decisions or improved pricing tools.

✨Communicate Clearly and Confidently

You’ll need to explain complex quantitative concepts clearly, so practice articulating your ideas in a straightforward manner. Consider doing mock interviews with friends or colleagues to refine your communication skills and ensure you can convey your expertise effectively.

Equity Derivatives Desk Quant - AVP - Barclay Simpson
Jobs via eFinancialCareers

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