Senior Quantitative Analyst

Senior Quantitative Analyst

Full-Time 80000 - 100000 £ / year (est.) No home office possible
Point One - Hedge Fund Talent

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: Mentor junior quants and contribute to best-in-class quantitative practices.
  • Why this job: Make a significant impact in a high-stakes role within a cutting-edge financial environment.
  • Qualifications: 8-15+ years in quantitative analysis with a PhD or MSc in a relevant field.

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 employer: Point One - Hedge Fund Talent

Join a leading global hedge fund that prioritises innovation and excellence in the financial sector. As a Senior Quantitative Analyst, you will thrive in a dynamic work culture that fosters collaboration and professional growth, offering you the chance to mentor junior talent while working closely with trading teams to drive impactful decisions. With a focus on cutting-edge quantitative practices and a commitment to employee development, this role provides a unique opportunity to make a significant contribution in a high-performance environment.
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

✨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 numerical methods confidently. We recommend practising common interview questions related to stochastic calculus and risk management to really impress the hiring managers.

✨Tip Number 3

Showcase your projects! If you’ve built any pricing libraries or conducted backtesting, make sure to highlight these in conversations. We love seeing real-world applications of your skills, so be ready to discuss your contributions and how they’ve impacted trading strategies.

✨Tip Number 4

Don’t forget to apply through our website! It’s a great way to ensure your application gets noticed. Plus, we’re always looking for talented individuals like you to join our team and help us scale our exotics pricing capabilities.

We think you need these skills to ace Senior Quantitative Analyst

Quantitative Expertise
Pricing Model Development
Stochastic Calculus
Numerical Methods
Autocallable Pricing
Risk Management
Multi-Asset Modelling
Volatility Surface Construction
Monte Carlo Simulation
PDE-Based Methods
Model Validation
Governance Frameworks
Problem-Solving Skills
Commercial Judgement
Production Engineering

Some tips for your application 🫡

Tailor Your CV: Make sure your CV is tailored to highlight your experience in quantitative analysis, especially with autocallables and structured equity. We want to see how your skills align with the role, so don’t be shy about showcasing relevant projects or achievements!

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 background makes you the perfect fit. We love seeing enthusiasm and a clear understanding of the position, so let your personality come through.

Showcase Your Technical Skills: Since this role involves building pricing models and using advanced numerical methods, make sure to highlight your technical skills in C++ and Python. We’re looking for someone who can hit the ground running, so any relevant experience should be front and centre!

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’re considered for the role. Plus, it shows you’re proactive and keen to join our team!

How to prepare for a job interview at Point One - Hedge Fund Talent

✨Know Your Models Inside Out

Make sure you can discuss your experience with pricing models, especially for autocallables and structured equity derivatives. Be ready to explain the nuances of stochastic calculus and numerical methods you've used in past roles.

✨Showcase Your Collaboration Skills

Since this role involves partnering closely with trading, prepare examples of how you've successfully collaborated with trading desks in the past. Highlight any instances where your quantitative insights directly influenced trading decisions.

✨Demonstrate Problem-Solving Prowess

Be prepared to tackle some technical questions or case studies during the interview. Think through your approach to complex problems and be ready to articulate your thought process clearly, showcasing your exceptional problem-solving ability.

✨Highlight Your Mentorship Experience

If you've mentored junior quants before, share those experiences. Discuss how you've elevated modelling standards within your team and contributed to a culture of learning and best practices in quantitative analysis.

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