Equity Derivatives Quant Job at Barclays (Prague)

Equity Derivatives and Hybrids Quant Modeler

Join us in the role of Equity Derivatives and Hybrids Quant Modeler (Model Integ...

Location

United Kingdom , London

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

PhD or master’s degree in financial mathematics, Mathematics or Physics
Prior experience developing and/or implementing Equity Derivatives models and hybrids (ideally). Strong knowledge of exotics models for other asset classes can also be considered
Provide expert advice to senior stakeholders on modelling topics, anticipating issues and weighing advantages and disadvantages of choices leading to models’ assumptions and limitations
Solid modelling skills (Python essential and optionally C++)

Job Responsibility

Present 1st line challenge to current models and assess impacts of models assumptions and limitations
Focus on model assessment, increasing testing coverage, automation, and steer governance for Equity Derivatives models
Provide an effective challenge to models by assessing the impact of their assumptions and limitations, focusing on the accuracy and robustness of the models
Explore alternative approaches to mitigate limitations and evolve trading, risk management platforms
Review models and documentation to provide guidance on their design
Implement, run and analyse performance tests using production C++ libraries and Python
Write high-quality documentation and automating tasks
Collaboration with traders, strategists, and stakeholders to gather requirements and translate them into scalable and efficient technological solutions
Implementation of new features, enhancements, and functionalities on trading platforms to improve performance, reliability, and user experience
Stay updated on technological advancements, industry trends, and best practices to drive innovation and continuous improvement in trading platforms

What we offer

Structured approach to hybrid working
Supportive and inclusive culture and environment
Commitment to providing a supportive and inclusive culture
Opportunity to explore flexible working arrangements
Geographic reach, wide variety of functions, businesses, roles and locations
Chance to learn from a globally diverse mix of colleagues
Encouragement to embrace mobility

Fulltime

Front Office Equity Derivatives Quant

Step into the Role as a Front Office Equity Derivatives Quant in Barclays Hong K...

Location

China , Hong Kong

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

At least 2-5 years of experience working as a derivatives quant
Strong understanding of derivatives pricing theory (flow and exotic options)
Master’s degree in quantitative finance, or PhD in science / math / computer science / engineering
Advanced mathematics skills including stochastic calculus
Knowledge of C++ and Python

Job Responsibility

Research and development of quantitative models for derivatives pricing and risk management
Support in the development and maintenance of C++ and Python analytical libraries
Provision of expertise on quantitative methodologies and technological solutions
Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management
Working closely with sales teams to identify clients' needs and develop customised solutions
In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics
Provide front office infrastructure support though ownership and maintenance of analytical libraries
Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment

Fulltime

Front Office Equity Derivatives Quant

Step into the Role as a Front Office Equity Derivatives Quant in Barclays Hong K...

Location

China , Hong Kong

Salary:

Not provided

Barclays

Expiration Date

Until further notice

Requirements

At least 2-5 years of experience working as a derivatives quant
Strong understanding of derivatives pricing theory (flow and exotic options)
Master’s degree in quantitative finance, or PhD in science / math / computer science / engineering
Advanced mathematics skills including stochastic calculus
Knowledge of C++ and Python

Job Responsibility

Development and implementation of quantitative models and strategies to derive insight into market trends and optimize trading decisions, pricing, and risk management across various financial products and markets
Working closely with sales teams to identify clients' needs and develop customised solutions
In-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics
Provide front office infrastructure support though ownership and maintenance of analytical libraries
Provision of expertise on quantitative methodologies, technological advancements, and industry best practices to drive innovation within the trading environment

New

Structured Equity Derivatives Trader

Wells Fargo is seeking an Associate, Structured Equity Derivatives Trader in Cor...

Location

United States , New York

Salary:

143000.00 - 224000.00 USD / Year

Wells Fargo

Expiration Date

April 09, 2026

Requirements

2+ years of Securities Trading experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
Registration for FINRA Series 63 (or 66) must be completed within 90 days of hire if it is not available for transfer upon hire
Registration for FINRA Series 7 must be completed within 90 days of hire if it is not available for transfer upon hire
Registration for FINRA Series 57 must be completed within 90 days of hire if it is not available for transfer upon hire
This position is subject to FINRA background screening requirements
Candidates must successfully complete and pass a background check prior to hire
Successful candidates must also meet and comply with ongoing regulatory obligations

Job Responsibility

Model, quote, trade, and risk‑manage complex exotic and structured equity derivatives, along with quantitative investment strategies (QIS)
Work across a broad range of derivative and QIS products, including autocallables, cliquets, barriers/digitals, baskets, rainbows, synthetic converts, volatility‑control and algorithmic-index derivatives, and risk‑premia strategies
Support senior traders by executing hedging transactions, pricing new deals, managing secondary market risk, and contributing to enhancements in models, hedging approaches, trading systems, and workflow processes
Develop and maintain Python and VBA code, along with Excel-based pricing and risk management tools, to enhance and automate the desk’s workflow
Interface with internal partners, including Structuring, Sales, Quants, Technology, Operations, Compliance, and Documentation

What we offer

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement

Fulltime

!

Equities Xva Trader

The CVA/XVA Desk is responsible for the pricing and subsequent risk management o...

Location

United Kingdom , London

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Very strong analytical and mathematical skills, applied in Derivatives pricing and risk management, preferably spanning a variety of products and asset classes
Experience with understanding legal transactional documents (trade confirmation and Credit Support Annex)
Good knowledge of the regulatory environment with a particular focus on its impact on Equity Derivatives as an asset class
Excel & VBA & Python, building and running basic excel based business models
Familiarity with AI applications, leveraging them to create efficiencies for the Desk
Strong Scientific/Mathematics/Finance background as proven by Undergraduate numerate degree or higher
Preferably 2+ years working in trading or related desk or function, with experience of XVA trading or non-linear trading and/or RWA optimisation
Be curious and creative
independent worker and a team player
Attention to detail

Job Responsibility

Pricing XVA holistically: CVA, FVA, ColVA, Margin costs and Capital
Analysing and hedging the risk of the Equities XVA book, daily monitoring of Risk and P&L.
Understanding the existing RWA themes of the division, be able to relate Basel Regulatory principles to trades and evaluate capital efficiency of transactions
Creating, optimizing and managing Desk tools (for Risk and P&L) and other analytics assisting in smart decision making, reporting and communication
Engage with Tech and Quant teams to problem solve, evolve the platform and capabilities.
Collaborating with internal partners and industry forums to improve Stress Testing Capabilities, as well as optimising the RWA footprint of CVA (CVA RWA under FRTB)
Working with the Quant and Risk Technology Risk Delivery teams to ensure appropriate risk capture for above mentioned models and also improving the core capabilities in the light of increasing calculation demands.
Regular dialogue with internal trading desks, structuring and sales.
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure

Fulltime

Quantitative Modeler

Quantitative Modeling and Research (QMR) is an innovative team within Single Sec...

Location

United States , New York

Salary:

225000.00 - 285000.00 USD / Year

BlackRock Investments

Expiration Date

May 25, 2026

Requirements

PhD in a quantitative discipline such as mathematics, physics, engineering, or a related field
Significant industry experience in Derivatives Modeling
Strong practical expertise in Rates and Derivatives, including experience building models deployed in production environments
Solid understanding of the mathematical foundations underlying quantitative models
Experience working with quantitative modeling infrastructure and analytics platforms
Strong communication skills with the ability to engage effectively with both technical and non‑technical stakeholders
Demonstrated ability to lead and develop junior quantitative professionals

Job Responsibility

Build and enhance analytics across the full spectrum of products supported by the team, including Rates, FX, Inflation, and Equity derivatives
expand model coverage to address evolving client needs
Design, write, and maintain high‑quality code to develop and extend core analytics libraries
Support the Aladdin business through participation in internal and external client calls and on‑site visits
address complex analytics and modeling queries
Stay current on trends in quantitative finance, capital markets, and relevant regulatory developments
Lead and mentor teams of junior quants on larger cross‑functional initiatives

What we offer

Annual discretionary bonus
healthcare
leave benefits
retirement benefits
strong retirement plan
tuition reimbursement
comprehensive healthcare
support for working parents
Flexible Time Off (FTO)

Fulltime

Equities Xva Trader

The CVA/XVA Desk is responsible for the pricing and subsequent risk management o...

Location

United States , New York

Salary:

150000.00 - 175000.00 USD / Year

Citi

Expiration Date

Until further notice

Requirements

Very strong analytical and mathematical skills, applied in Derivatives pricing and risk management, preferably spanning a variety of products and asset classes
Experience with understanding legal transactional documents (trade confirmation and Credit Support Annex)
Good knowledge of the regulatory environment with a particular focus on its impact on Equity Derivatives as an asset class
Excel & VBA & Python, building and running basic excel based business models
Familiarity with AI applications, leveraging them to create efficiencies for the Desk
Strong Scientific/Mathematics/Finance background as proven by Undergraduate numerate degree or higher
Preferably 2+ years working in trading or related desk or function, with experience of XVA trading or non-linear trading and/or RWA optimisation
Be curious and creative
independent worker and a team player
Attention to detail

Job Responsibility

Pricing XVA holistically: CVA, FVA, ColVA, Margin costs and Capital
Analysing and hedging the risk of the Equities XVA book, daily monitoring of Risk and P&L
Understanding the existing RWA themes of the division, be able to relate Basel Regulatory principles to trades and evaluate capital efficiency of transactions
Creating, optimizing and managing Desk tools (for Risk and P&L) and other analytics assisting in smart decision making, reporting and communication
Engage with Tech and Quant teams to problem solve, evolve the platform and capabilities
Collaborating with internal partners and industry forums to improve Stress Testing Capabilities, as well as optimising the RWA footprint of CVA (CVA RWA under FRTB)
Working with the Quant and Risk Technology Risk Delivery teams to ensure appropriate risk capture for above mentioned models and also improving the core capabilities in the light of increasing calculation demands
Regular dialogue with internal trading desks, structuring and sales
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure

What we offer

medical, dental & vision coverage
401(k)
life, accident, and disability insurance
wellness programs
paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays

Fulltime

Prime Risk Senior Developer

Embark on a transformative journey as a Prime Risk Senior Developer - VP at Barc...

Location

United States , New York

Salary:

170000.00 - 230000.00 USD / Year

Barclays

Expiration Date

Until further notice

Requirements

Extensive software development experience in front office, quant or risk technology teams within investment banking or similar financial institution
Experience with derivative pricing and Greeks in either Equities, Rates or Credit asset classes
Experience with Python and Spark for distributed and real time data processing leveraging Kafka or equivalent streaming platforms
Experience with AWS services such as S3, EC2, EKS/ECS, Lambda, Glue, Athena, Step Functions, DynamoDB, and RDS for scalable compute, containerized deployment of risk engines and real-time services
Considerable quantitative reasoning and software design skills
Deep understanding of SDLC practices including CI/CD, Dev Ops & Engineering practices

Job Responsibility

Lead and manage engineering teams, providing technical guidance, mentorship, and support to ensure the delivery of high-quality software solutions
Drive the core risk analytics integration within the platform
Drive the roadmap for analytics, valuation inputs, scenarios, sensitivities, stress frameworks, and model integrations
Collaborate closely with Front Office desk, quant, and core risking platform teams in alignment with Market’s Risk architecture framework and guidelines
Lead engineering teams effectively, fostering a collaborative and high-performance culture
Oversee timelines, team allocation, risk management and task prioritization
Mentor and support team members' professional growth
Evaluation and enhancement of engineering processes, tools, and methodologies
Collaboration with business partners, product managers, designers, and other stakeholders to translate business requirements into technical solutions
Enforcement of technology standards, facilitate peer reviews, and implement robust testing practices

What we offer

Competitive holiday allowance
Life assurance
Private medical care
Pension contribution

Fulltime

Equity Derivatives Quant

Barclays

Location:
Czechia , Prague

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
December 23, 2025

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Contract Type:
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Job Posted:
December 23, 2025