Front-Office Quantitative Analyst, Python Valuation & Risk

Statera Talent; Greater London; On-site; GBP 80,000 - 120,000; Full time

Job summary

A leading recruitment agency is searching for an experienced Quantitative Analyst for a market-leading Buy Side firm in London. The role involves building production valuation models within a Python pricing library, working closely with senior stakeholders to ensure governance and control in models. Candidates should have VP/Director equivalent experience in quantitative risk, a strong understanding of options and structured products, and be comfortable engaging with trading leadership. This position promises a dynamic work environment along with relevant challenges.

Qualifications

• VP/Director equivalent experience in a front office pricing or quantitative risk.
• Comfortable working directly with trading and senior risk leadership.
• Commodities exposure is advantageous but not required.

Responsibilities

• Build production valuation models implemented directly in the Python pricing library.
• Deliver models used for official end-of-day valuation.
• Embed control and governance into model implementation.
• Develop risk measures for non-linear and path-dependent trades.
• Quantify and integrate model risk into valuation.

Skills

Deep understanding of options and structured products

Experience in front office pricing or quantitative risk

Ability to work with trading and senior risk leadership

Tools

Python pricing library

Job description

A leading recruitment agency is searching for an experienced Quantitative Analyst for a market-leading Buy Side firm in London. The role involves building production valuation models within a Python pricing library, working closely with senior stakeholders to ensure governance and control in models. Candidates should have VP/Director equivalent experience in quantitative risk, a strong understanding of options and structured products, and be comfortable engaging with trading leadership. This position promises a dynamic work environment along with relevant challenges.