Find a job 
Featured Companies 
Featured Universities 
For Companies At a Glance
- Tasks: Lead advanced risk analytics solutions focused on convertible bonds and collaborate with trading teams.
- Company: Join a major global investment bank known for its innovative equity derivatives franchise.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Why this job: Make a real impact in risk analytics within a leading equity derivatives business.
- Qualifications: Master’s or PhD in a quantitative field and 3+ years of relevant experience.
- Other info: Ideal for those passionate about finance and technology in a collaborative setting.
The predicted salary is between 72000 - 108000 £ per year.
LevelUp is recruiting on behalf of our client, a major full-service global investment bank and capital markets firm, for an experienced Equity Risk Quant to join the Equity Risk Analytics team at VP level in London. This is a highly specialised role with a strong emphasis on convertible bonds, supporting one of the Street’s leading equity derivatives and convertible franchises.
The successful candidate will play a pivotal role in enhancing risk analytics capabilities, building robust tools, and partnering closely with trading, risk management and quantitative development teams across the equity platform.
Key Responsibilities- Lead the design and implementation of advanced risk analytics solutions with a primary focus on convertible bonds.
- Collaborate closely with Market Risk, Credit Risk, SIMM, and Quantitative Risk Development teams to ensure consistency and accuracy of risk measures across the equity derivatives platform.
- Partner directly with trading desks and risk managers to deeply understand complex product structures and deliver bespoke risk analytics tools.
- Develop and maintain Python-based libraries and applications supporting real-time and historical risk analysis, scenario generation, and stress testing.
- Drive enhancements to risk methodologies, including proxy modeling, time series construction, and sensitivity analysis for convertible and structured equity products.
- Master’s or PhD in Quantitative Finance, Mathematics, Physics, Computer Science, or a related quantitative discipline.
- Minimum of 3 years’ hands-on experience as a risk quant, with a clear and demonstrable focus on convertible bonds.
- Deep product knowledge of equity exotic derivatives, hybrid instruments, and advanced volatility modeling techniques.
- Strong Python programming skills with proven experience building and maintaining analytical libraries and risk tools.
- Excellent problem-solving abilities, meticulous attention to detail, and capacity to manage multiple priorities independently.
- Outstanding communication and interpersonal skills with a highly collaborative approach.
- Familiarity with Leversys and/or Kynex platforms is a significant advantage.
- Experience in volatility surface calibration, proxy methodology development, and time series modeling is highly desirable.
- Prior exposure to regulatory risk frameworks such as SIMM and FRTB is advantageous.
This is an outstanding opportunity for a specialised equity risk quant who thrives in a technical, product-focused environment and wants to make a material impact on risk analytics for a market-leading convertible and equity derivatives business. Relevant experience gained at a leading investment bank, hedge fund, or quantitative-focused institution is highly valued. We are particularly interested in candidates who combine deep convertible bond expertise with strong Python development skills and a passion for delivering practical, high-quality risk solutions in partnership with the Front Office and broader risk organisation.
Equity Risk Quant – VP Level (Convertible Bond Focus) in Dartford employer: LevelUP HCS
Contact Detail:
LevelUP HCS Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Equity Risk Quant – VP Level (Convertible Bond Focus) in Dartford
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance world, especially those who work with convertible bonds. A friendly chat can lead to insider info about job openings that aren't even advertised yet.
✨Tip Number 2
Show off your skills! If you’ve got some cool Python projects or risk analytics tools up your sleeve, don’t hesitate to share them. Create a portfolio or GitHub page to showcase your work and impress potential employers.
✨Tip Number 3
Prepare for interviews by diving deep into the latest trends in equity derivatives and convertible bonds. Be ready to discuss how your experience aligns with the role and how you can enhance their risk analytics capabilities.
✨Tip Number 4
Apply through our website! We make it easy for you to find roles that match your skills. Plus, it shows you’re serious about joining our team and helps us keep track of your application.
We think you need these skills to ace Equity Risk Quant – VP Level (Convertible Bond Focus) in Dartford
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to highlight your experience with convertible bonds and risk analytics. We want to see how your skills align with the specific requirements of the role, so don’t be shy about showcasing your relevant projects and achievements!
Craft a Compelling Cover Letter: Your cover letter is your chance to shine! Use it to explain why you’re passionate about equity risk and how your background makes you a perfect fit for our team. We love seeing candidates who can communicate their enthusiasm and expertise clearly.
Showcase Your Python Skills: Since strong Python programming skills are crucial for this role, make sure to highlight any relevant projects or libraries you've developed. We’re keen to see how you’ve used Python in real-world applications, especially in risk analysis and tool development.
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 don’t miss out on any important updates. Plus, it’s super easy!
How to prepare for a job interview at LevelUP HCS
✨Know Your Convertible Bonds
Make sure you brush up on your knowledge of convertible bonds and equity exotic derivatives. Be prepared to discuss specific products and their structures, as well as how they relate to risk analytics. This will show that you understand the core focus of the role.
✨Show Off Your Python Skills
Since strong Python programming skills are crucial for this position, be ready to talk about your experience with building analytical libraries and risk tools. If possible, bring examples of your work or be prepared to discuss how you've used Python in past projects.
✨Collaborate Like a Pro
This role requires a highly collaborative approach, so think of examples where you've successfully partnered with trading desks or risk managers. Highlight your communication skills and how you've worked with cross-functional teams to deliver bespoke risk analytics tools.
✨Understand Risk Methodologies
Familiarise yourself with risk methodologies relevant to convertible bonds, such as proxy modeling and sensitivity analysis. Be prepared to discuss how you've applied these methodologies in your previous roles and how they can enhance risk analytics capabilities.