Front Office Quantitative Analyst

Role Description:

Statera Talent is recruiting an experienced Quantitative Analyst for a market-leading Buy Side firm in London.

The role sits in the Front Office. You will build new derivative pricing models and enhance the C++ pricing library. You'll work directly with traders, advising them on model behaviour.

Ideal Candidate:

You enjoy understanding the nuances of complex structured products and creating practical valuation tools that sharpen deal execution and improve P&L. You're detail-oriented and get satisfaction from seeing your models directly impact trading outcomes.

What Makes This Role Different:

• Freedom from banking regulations to focus on more exotic and innovative products
• Focus on enhancing existing models and developing new ones based on market realities
• Heavy emphasis on exotic derivatives
• Opportunity to see the immediate impact of your models in trading decisions

Key Responsibilities:

• Develop and calibrate sophisticated pricing models
• Back-test and optimize valuation methodologies for complex structured deals
• Develop bespoke pricing tools to sharpen deal execution and improve P&L
• Work closely with trading desks to translate business needs into quantitative solutions

Required Experience:

• Experience as a Front-Office Quantitative Analyst or Commodities Model Validator
• Strong understanding of commodity products (Power advantageous)
• Understanding of option pricing theory and Monte Carlo
• Programming skills in C++
• Experience in asset management, energy trading or investment banking environment

This is an ideal role for buy-side front-office quantitative analysts seeking career advancement, or investment banking professionals looking to transition into a more commercial, less regulated environment.

For a confidential discussion, please apply with your CV.