Pricing Models & Risk Engine Quants

TN United Kingdom; London; On-site; GBP 80,000 - 120,000; Full time

Job summary

An established industry player is seeking skilled Quant Analysts to join their Front Office team in London. This role offers a unique opportunity to engage with top quants while supporting FX & Equity Hybrids and Rates trading. You'll be involved in modeling and pricing derivatives, enhancing risk systems, and contributing to the development of next-generation tools. Ideal candidates will have advanced programming skills in C++ or C#, along with a solid background in quantitative finance. If you're passionate about finance and technology, this role is perfect for you.

Qualifications

• 5+ years of experience in valuation models and tools development.
• Advanced development skills in C++ or C# for model implementation.

Responsibilities

• Modeling and pricing of derivatives and tools for FX/Equity.
• Improving risk systems and supporting trading desks.

Skills

C++

C#

Valuation Models

Risk Systems

Model Implementation

Stochastic Volatility Models

Local Volatility Models

Education

PhD in a Scientific Field

Master's Degree in a Scientific Field

Tools

Quant Libraries

Risk Engines

Job description

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Pricing Models & Risk Engine Quants, London

Client:

Location: London, United Kingdom

Job Category: Finance

EU work permit required: Yes

Job Reference:

fc20c3a2a99b

Job Views:

12

Posted:

26.04.2025

Expiry Date:

10.06.2025

Job Description:

Pricing Models & Risk Engine Quants, (VP), London

This global investment bank seeks to hire several Quant Analysts to join their Front Office team supporting FX & Equity Hybrids and Rates trading. Depending on your skills, you will be involved either in modeling & pricing of derivatives and tools (Equity/FX), improving the Risk Systems and Risk Metrics (C++ & C#), or IBOR and SIMM modeling. This is a great opportunity to work with top quants and be directly involved with the business.

Requirements:

• At least 5 years of experience in areas such as:

• Implementing valuation models, tools, & pricers into the quant library, including structured FX/IR, FX/Equity models, and tools development
• IBOR Benchmark reform, e.g., RFR cap/floor pricing or CMS Fallback
• Improving Risk systems and tools (C#) and the Risk engines code base
• Developing models, pricing tools, and system integration for Equity and FX asset classes
• Providing modeling support for FRTB/SIMM/VaR systems and regulatory metrics
• Supporting trading desks and risk management
• Enhancing client tools and contributing to next-generation tools

Experience & Skills:

• Advanced development skills (C++ or C#) in model implementation and support
• Experience integrating valuation models into quant libraries or risk engines
• For Equity/FX roles, experience developing at least one production model from scratch
• For SIMM roles, strong knowledge of Interest Rate models
• Proven ability to support trading desks and risk management
• Experience calibrating Stochastic & Local Volatility models
• PhD or Master's degree in a scientific field