Equity Derivatives Quant AVP

Barclay Simpson; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

Barclay Simpson in London seeks an AVP-level Quantitative Analyst to join its Equity & Hybrid Products Quant team, supporting pricing, risk analytics and strategy across the equity derivatives platform.

The role involves developing pricing and risk models, implementing in C++ and Python within front-office libraries, calibrating to market data and collaborating with traders, structurers and risk managers to deliver robust tooling.

Qualifications

• 3+ 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

Responsibilities

• 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

Skills

Equity derivatives pricing

Front office quant

Quantitative analysis

Education

MSc or PhD in Mathematics/Physics/Financial Engineering/Computer Science

Tools

C++

Python

Job description

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 Role

You 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 Profile

• 3+ 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.