At a Glance
- Tasks: Develop and maintain pricing models for equity derivatives using C++ and Python.
- Company: Leading financial firm focused on innovative quantitative solutions.
- Benefits: Competitive salary, flexible working hours, and opportunities for professional growth.
- Other info: Collaborative environment with opportunities to work alongside industry experts.
- Why this job: Join a dynamic team and make an impact in the world of finance with cutting-edge analytics.
- Qualifications: MSc/PhD in a quantitative field and strong programming skills required.
The predicted salary is between 60000 - 80000 £ per year.
Responsibilities
- Develop and maintain pricing and risk models for equity derivatives
- Implement models in C++, Python, or proprietary libraries used by front‑office desks
- Calibrate models to market data and perform quantitative analyses to support trading strategies
- Collaborate with traders, structurers, and risk managers to deliver robust analytical tools and pricing solutions
- Ensure model governance compliance, including documentation and validation support
- Contribute to innovation in pricing methodologies, numerical techniques, and model efficiency improvements
- Conduct scenario analysis and stress testing for complex structured products
Requirements
- MSc/PhD in a quantitative field (e.g., Mathematics, Physics, Financial Engineering, Computer Science)
- Strong programming skills (C++, Python or similar)
- Deep understanding of stochastic calculus, numerical methods, and derivatives pricing
- Experience with equity derivatives (vanilla and exotics); hybrid product experience is a strong advantage
- Familiarity with market data sources (e.g., Bloomberg, Reuters) and calibration techniques
- Effective communication skills with ability to explain complex models to non‑technical stakeholders
- Previous experience in an equity front‑office quant role or equity model valuation team is preferred
We think you need these skills to ace Quantitative Analyst, Equities and Hybrid
C++
Python
Quantitative Analysis
Pricing Models
Risk Models
Stochastic Calculus
Numerical Methods
