Front-Office Equity Derivatives Quant AVP – London

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

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.