Quant Analyst - Equity & Hybrid Products

JR United Kingdom; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

Une entreprise mondiale d'analytics recherche un Analyste Quantitatif pour son équipe de produits équitaires et hybrides. Ce rôle implique la documentation et le développement de modèles quantitatifs, ainsi que la collaboration avec divers départements pour améliorer les outils de gestion des risques. Les candidats doivent avoir un diplôme avancé en mathématiques et de solides compétences en programmation C++.

Qualifications

• Maîtrise des mathématiques financières et programmation C++.
• Expérience en modélisation de produits dérivés et structuration.
• Capacité à expliquer des concepts complexes clairement.

Responsibilities

• Documenter, tester et améliorer le modèle de risque interne.
• Collaborer avec les équipes Front Office et Technologie.
• Déployer le modèle de risque en production.

Skills

Financial Mathematics

C++ Programming

Analytical Skills

Numerical Algorithms

Communication Skills

Education

Masters or PhD in Mathematics, Computer Science, or related field

Job description

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Quant Analyst - Equity & Hybrid Products, London

Client: Morgan McKinley

Location: London, United Kingdom

Job Category: Other

EU work permit required: Yes

Job Views: 1

Posted: 06.06.2025

Expiry Date: 21.07.2025

Job Description:

Our client is a global analytics and digital solutions firm.

The team

The candidate will be a member of The QA Equity & Hybrid Products team, part of the Global Quantitative Analytics group (QA), responsible for research, development, and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products, and quantitative index and strategies business.

Overall purpose of the role

- Documentation, testing, and improvements of an internal risk model owned by The QA Equity & Hybrid Products team, which feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics (e.g., Corridor Variance Swaps).

- Liaise with Front Office, Technology, and Model Validation teams to deploy the risk model to production.

Essential skills:

• Masters or PhD in Mathematics, Computer Science, or related field
• Mathematically minded with knowledge of financial mathematics and ability to program numerical algorithms in C++
• Experience in Front Office & Derivatives modeling
• Theoretical knowledge of financial engineering/structuring and product development
• Strong analytical and numerical skills
• Strong C++ programming skills, ideally with experience in shared libraries
• Ability to explain complex ideas clearly to colleagues, traders, sales, and management both orally and in writing
• Self-driven with a strong desire to meet deadlines and work accurately, considering compliance
• Integrity and a desire for correct, robust mathematical models and implementation
• Innovative mindset, courage, and desire to develop novel approaches
• Good written and verbal communication skills in English