Equity Derivatives Quant - Hybrid Pricing & Models

Equity Derivatives Quant - Hybrid Pricing & Models

Full-Time 60000 - 80000 Β£ / year (est.) No working from home possible
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At a Glance

  • Tasks: Develop and implement pricing and risk models for equity derivatives using C++ and Python.
  • Company: Join a leading firm in the finance sector with a focus on innovation.
  • Benefits: Competitive salary, flexible working arrangements, and opportunities for professional growth.
  • Other info: Collaborate with traders and risk managers to drive success in equity derivatives.
  • Why this job: Make an impact by supporting trading strategies in a dynamic, fast-paced environment.
  • Qualifications: Experience in front-office quant roles and strong programming skills in C++ and Python.

The predicted salary is between 60000 - 80000 Β£ per year.

Jobtailor is seeking a quantitative analyst to develop pricing and risk models for equity derivatives.

The role involves implementing models in C++ and Python, calibrating to market data, and supporting front-office trading strategies.

You will collaborate with traders, structurers, and risk managers, ensuring governance and documentation.

Prior front-office quant experience is preferred in a fast-paced environment. #J-18808-Ljbffr

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Contact Details:

Jobtailor Recruitment Team

We think you need these skills to ace Equity Derivatives Quant - Hybrid Pricing & Models

Quantitative Analysis
C++
Python
Pricing Models
Risk Models
Market Data Calibration
Front-Office Trading Strategies