Equity Derivatives Quant Modeler: Model Integrity & Control

Barclays UK; Greater London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading financial services firm is seeking an Equity Derivatives and Hybrids Quant Modeler to challenge existing models and assess their assumptions and limitations. The successful candidate will collaborate with key stakeholders to enhance trading platforms and ensure accurate, reliable model performance. Applicants should have a PhD or master's in financial mathematics or similar fields, and strong skills in Python, with C++ as a plus. This role offers an opportunity to drive innovation in a dynamic environment.

Qualifications

• PhD or master’s degree in financial mathematics, Mathematics or Physics required.
• Solid modelling skills in Python essential, C++ as an option.
• Experience with Equity Derivatives models preferred.

Responsibilities

• Assess the impact of model assumptions and limitations.
• Implement and run performance tests using C++ and Python.
• Collaborate with teams to translate requirements into solutions.
• Stay updated on industry trends for continuous improvement.

Skills

Expertise in financial mathematics

Python programming

C++ programming

Model validation

Education

PhD or master's degree in financial mathematics, Mathematics or Physics

Tools

Production C++ libraries

Job description

A leading financial services firm is seeking an Equity Derivatives and Hybrids Quant Modeler to challenge existing models and assess their assumptions and limitations. The successful candidate will collaborate with key stakeholders to enhance trading platforms and ensure accurate, reliable model performance. Applicants should have a PhD or master's in financial mathematics or similar fields, and strong skills in Python, with C++ as a plus. This role offers an opportunity to drive innovation in a dynamic environment.