Front-Office Equity Derivatives Quant AVP - London

A leading global investment bank in London seeks an AVP-level Quantitative Analyst to join its Equity & Hybrid Products Quant team. This role focuses on developing pricing and risk models for equity derivatives and requires strong C++ and Python skills. Candidates should have over three years of experience in equity derivatives pricing and a background in front office quant or validation. The position combines hands-on modeling with significant business interaction.