At a Glance
- Tasks: Lead the development of pricing models for autocallables and structured equity derivatives.
- Company: A leading global hedge fund with a focus on innovation and collaboration.
- Benefits: Competitive salary, dynamic work environment, and opportunities for professional growth.
- Other info: Mentorship opportunities and a chance to elevate modelling standards.
- Why this job: Make a significant impact in a high-stakes role aligned with trading strategies.
- Qualifications: 8-15+ years in quantitative analysis with a strong academic background.
The predicted salary is between 80000 - 100000 £ per year.
A leading global hedge fund is looking to hire a Senior Quantitative Analyst to build and scale its exotics pricing capability, with a particular focus on autocallables and structured equity derivatives. This is a high-impact, front-office aligned role where you will operate as a strategic partner to trading. You will combine deep quantitative expertise with production engineering to enhance pricing, risk, and model infrastructure across a growing structured products platform.
Role Responsibilities
- Lead the development and enhancement of pricing models for autocallables and complex path-dependent exotics
- Drive advances in model frameworks including local/stochastic volatility, correlation, and hybrid approaches
- Design robust calibration processes, scenario analysis, and P&L attribution frameworks
- Partner closely with Trading to support structured products growth and improve risk-taking decisions
- Conduct deep historical backtesting to inform model development and trading strategy
- Build and maintain production-grade pricing libraries in C++, alongside research tooling in Python
- Implement advanced numerical methods (Monte Carlo, PDEs, adjoint techniques, tree methods)
- Mentor junior quants and elevate modelling standards across the team
- Contribute to model governance, validation, and best-in-class quantitative practices
Requirements
- 8–15+ years’ experience within a Tier 1 investment bank or leading quantitative trading environment
- PhD or MSc in Mathematics, Physics, Financial Engineering, or a related quantitative discipline
- Strong grounding in stochastic calculus and numerical methods
- Autocallable pricing, hedging, and risk management
- Multi-asset and correlation modelling
- Volatility surface construction and calibration
- Monte Carlo simulation and PDE-based methods
- Strong experience working directly with trading desks in a high-performance, front-office setting
- Proven track record in model validation, governance, and risk frameworks
- Exceptional problem-solving ability with strong commercial judgement
Senior Quantitative Analyst in London employer: Point One - Hedge Fund Talent
Contact Detail:
Point One - Hedge Fund Talent Recruiting Team
StudySmarter Expert Advice 🤫
We think this is how you could land Senior Quantitative Analyst in London
✨Tip Number 1
Network like a pro! Reach out to your connections in the finance and quantitative analysis space. Attend industry events or webinars, and don’t be shy about introducing yourself to potential employers. We all know that sometimes it’s not just what you know, but who you know!
✨Tip Number 2
Prepare for those interviews by brushing up on your technical skills. Make sure you can discuss your experience with pricing models and risk management confidently. We recommend practising common quantitative interview questions and even doing mock interviews with friends or mentors.
✨Tip Number 3
Showcase your projects! If you’ve worked on any relevant projects or have built tools in C++ or Python, make sure to highlight them. We love seeing practical applications of your skills, so consider creating a portfolio or GitHub repository to share your work.
✨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 often have exclusive roles listed there that you won’t find anywhere else. So, get your application in and let’s get you that dream job!
We think you need these skills to ace Senior Quantitative Analyst in London
Some tips for your application 🫡
Tailor Your CV: Make sure your CV is tailored to the Senior Quantitative Analyst role. Highlight your experience with autocallables, structured equity derivatives, and any relevant quantitative skills. 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 this role and how your expertise can contribute to our team. Be specific about your experience with pricing models and risk management.
Showcase Your Technical Skills: Don’t forget to mention your technical skills, especially in C++ and Python. We’re keen on seeing how you’ve applied advanced numerical methods in your previous roles. Give us examples that demonstrate your problem-solving abilities!
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 from us!
How to prepare for a job interview at Point One - Hedge Fund Talent
✨Know Your Models Inside Out
Make sure you have a solid grasp of the pricing models relevant to autocallables and structured equity derivatives. Be prepared to discuss your experience with stochastic calculus, Monte Carlo simulations, and any specific models you've developed or enhanced in previous roles.
✨Showcase Your Collaboration Skills
Since this role involves partnering closely with trading teams, be ready to share examples of how you've successfully collaborated in high-pressure environments. Highlight instances where your quantitative insights directly influenced trading decisions or improved risk management.
✨Prepare for Technical Questions
Expect to dive deep into technical discussions during the interview. Brush up on advanced numerical methods and be ready to explain your approach to model validation and governance. Practising problem-solving scenarios can also help you articulate your thought process clearly.
✨Demonstrate Your Mentorship Experience
As mentoring junior quants is part of the role, think of examples where you've guided others in their work. Discuss how you've elevated modelling standards within your team and contributed to a culture of continuous learning and improvement.