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Equity Derivatives Quant AVP
Posted 2 days 11 hours ago by Barclay Simpson
Equity Derivatives Front Office London £90k-£130k
A leading global investment bank is seeking an AVP-level Quantitative Analyst to join its Equity & Hybrid Products Quant team in London.
This front-office aligned team supports trading across a broad equity derivatives platform, covering flow, exotics, hybrids, Delta 1 and convertibles. The team works closely with traders and sales, delivering pricing models, risk analytics and strategic quantitative solutions.
The RoleYou will provide quantitative and analytical expertise to support trading strategies, pricing and risk management across equity derivatives.
Key responsibilities include:
Development and enhancement of equity derivatives pricing and risk models
Implementation of models in C++ and/or Python within front-office libraries
Calibration to market data and quantitative analysis to support trading decisions
Collaboration with traders, structurers and risk managers to deliver robust pricing tools
Ownership and maintenance of analytical infrastructure
Supporting model governance, documentation and validation processes
Scenario analysis and stress testing for structured products
Contributing to innovation in numerical methods and model efficiency
This is a hands-on modelling role with strong business interaction and visibility.
Candidate Profile3+ years' experience in equity derivatives pricing
Experience gained in front office quant or equity model validation
Exposure to vanilla and/or exotic equity derivatives (hybrids advantageous but not essential)
MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science or similar
Strong programming skills in C++ and/or Python
Good understanding of stochastic calculus, numerical methods and practical pricing challenges
Ability to communicate complex quantitative concepts clearly
This opportunity is well suited to an Analyst/AVP quant looking to deepen their exposure within a broad equity derivatives platform. Pure strategy or pure development profiles without pricing experience are unlikely to be suitable.
If you meet the requirements please apply and contact
Barclay Simpson, recognised specialists in Quant jobs and recruitment:
This job was posted by Barclay Simpson:
