Multi-Asset Front Office Quant: Derivatives Modelling

DW Search; Greater London; Hybrid; GBP 69,000 - 115,000; Full time

Job summary

Unknown Bank in London is seeking a Front Office Quantitative Analyst to join a small, highly technical team supporting its Markets business.

The role offers hybrid work with two days in the London office, and a base salary up to £115,000 plus a competitive bonus and benefits. You will work across interest rates, FX and commodities, developing models used by trading desks for pricing and risk management.

Qualifications

• Experience as Front Office Quant / Derivatives Quant.
• Strong foundations in stochastic calculus and numerical methods.
• Experience pricing and modelling derivatives.
• Proficient with Python and/or C++ in a trading environment.
• Direct interaction with traders and understanding front-office needs.
• Experience across rates, FX or commodities is a plus.

Responsibilities

• Develop and implement quantitative models for pricing and risk management of derivatives.
• Work across multiple asset classes including rates, FX and commodities.
• Apply advanced mathematical techniques to real-world derivative problems.
• Collaborate with front-office trading teams to meet requirements.
• Implement models in Python and/or C++.
• Contribute to model validation and library development.
• Take ownership of quantitative problems across the platform.

Skills

Derivatives pricing

Python

C++

Stochastic calculus

Quantitative analysis

Trading desk interaction

Education

PhD in Math/Physics

Job description

Unknown Bank in London is seeking a Front Office Quantitative Analyst to join a small, highly technical team supporting its Markets business.

The role offers hybrid work with two days in the London office, and a base salary up to £115,000 plus a competitive bonus and benefits. You will work across interest rates, FX and commodities, developing models used by trading desks for pricing and risk management.