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We are seeking a skilled and motivated Quantitative Analyst to join our Equity & Hybrid Products team. You will work at the intersection of financial engineering and quantitative research, supporting pricing, risk management, and trading strategies for a wide range of equity derivatives products.
Job Responsibility:
Develop and maintain pricing and risk models for equity derivatives
Implement models in C++, Python, or proprietary libraries used by front-office desks
Calibrate models to market data and perform quantitative analyses to support trading strategies
Collaborate with traders, structurers, and risk managers to deliver robust analytical tools and pricing solutions
Ensure model governance compliance, including documentation and validation support
Contribute to innovation in pricing methodologies, numerical techniques, and model efficiency improvements
Conduct scenario analysis and stress testing for complex structured products
Requirements:
MSc/PhD in a quantitative field (e.g., Mathematics, Physics, Financial Engineering, Computer Science)
Strong programming skills (C++, Python or similar)
Deep understanding of stochastic calculus, numerical methods, and derivatives pricing
Experience with equity derivatives (vanilla and exotics)
hybrid product experience is a strong advantage
Nice to have:
Familiarity with market data sources (e.g., Bloomberg, Reuters) and calibration techniques
Effective communication skills with ability to explain complex models to non-technical stakeholders
Previous experience in an equity front-office quant role or equity model valuation team
What we offer:
Cycle or run to work support (cycle hire, parking areas, showering and changing facilities)
CoSpace drop-in co-working space
Wellness Suite with gym, exercise studios, personal training sessions and massage therapy
Advanced trading floors with innovative design and British-sourced furniture