Equity Quantitative Analyst

JR United Kingdom; London; On-site; GBP 60,000 - 100,000; Full time

Job summary

A leading investment bank is seeking a skilled Front Office Quantitative Analyst to join their Equity & Hybrid Products team in London. This critical role involves pricing, modeling, and risk management of complex derivatives, working directly with the trading desk to innovate and enhance models using advanced programming skills. Candidates should have a strong quantitative background, with proven expertise in equity derivatives and programming, along with excellent communication skills.

Qualifications

• Advanced degree (MSc or PhD) in a quantitative discipline.
• Proven experience in pricing equity derivatives.
• Solid skills in C++ and/or Python programming.

Responsibilities

• Develop and enhance pricing and risk models for equity and hybrid products.
• Work closely with trading desk and support analytics.
• Ensure compliance with model governance standards.

Skills

Programming in C++

Programming in Python

Quantitative Analysis

Stochastic Calculus

Numerical Techniques

Financial Modeling

Communication Skills

Education

MSc or PhD in Mathematics

MSc or PhD in Physics

MSc or PhD in Financial Engineering

MSc or PhD in Computer Science

Job description

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A leading investment bank is looking for a talented Front Office Quantitative Analyst to join its high-performing Equity & Hybrid Products team in London. This is a front-office role, sitting directly with the trading desk, focused on the pricing, modeling, and risk management of complex equity and cross-asset derivatives.

Key Responsibilities:

• Develop and enhance pricing and risk models for equity and hybrid structures (e.g., equity-rate, equity-FX).
• Implement models in C++, Python, or in-house quantitative libraries.
• Calibrate models to real-time market data and support trading with quantitative analysis.
• Work closely with traders, structurers, and risk teams to deliver real-time tools and analytics.
• Ensure model governance standards are met, including documentation and validation support.
• Innovate on numerical methods and contribute to pricing methodology enhancements.
• Run scenario analysis and stress testing for structured equity and hybrid products.

Requirements:

• MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science, or a related quantitative discipline.
• Proven experience with pricing equity derivatives, including vanillas and exotics.
• Strong programming skills in C++ and/or Python.
• Solid grasp of stochastic calculus, numerical techniques, and financial modeling.
• Familiarity with hybrid product structures is highly advantageous.
• Previous front-office quant or risk/valuation experience preferred.
• Excellent communication skills with the ability to explain models to non-technical audiences.