Quantitative Analyst, Equities and Hybrid

Job Description

Responsibilities

• 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
• 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 is preferred
• MSc
• PhD