Equity Quantitative Analyst

JR United Kingdom; Slough; On-site; GBP 65,000 - 100,000; Full time

Job summary

A leading investment bank seeks a talented Front Office Quantitative Analyst for its Equity & Hybrid Products team in London. This front-office role involves developing pricing and risk models, collaborating with traders, and ensuring model governance standards. Ideal candidates hold an MSc or PhD in a quantitative field and possess strong programming skills in C++ and Python.

Qualifications

• Proven experience with pricing equity derivatives.
• Familiarity with hybrid product structures is advantageous.
• Previous front-office quant experience preferred.

Responsibilities

• Develop and enhance pricing and risk models.
• Calibrate models to real-time market data.
• Innovate on numerical methods and contribute to pricing methodology enhancements.

Skills

Programming in C++

Programming in Python

Financial Modeling

Stochastic Calculus

Numerical Techniques

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

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.

Please note that if you are NOT a passport holder of the country for the vacancy you might need a work permit. Check our Blog for more information.

Bank or payment details should not be provided when applying for a job. Eurojobs.com is not responsible for any external website content. All applications should be made via the 'Apply now' button.

Created on 26/06/2025 by JR United Kingdom