Quant Analyst - Equity & Hybrid Products

JR United Kingdom; Slough; On-site; GBP 50,000 - 80,000; Full time

Job summary

A leading global analytics and digital solutions firm is seeking a Quant Analyst for their Equity & Hybrid Products team in Slough. The role involves researching and implementing quantitative models for equity derivatives, requiring strong analytical and programming skills in C++. The ideal candidate will hold a Master's or PhD and possess a solid understanding of financial mathematics while demonstrating effective communication skills.

Qualifications

• Mathematically inclined with knowledge of financial mathematics.
• Experience in Front Office & Derivatives modeling.
• Theoretical knowledge of financial engineering/structuring.

Responsibilities

• Documentation, testing, and improvement of internal risk models.
• Liaise with Front Office and Model Validation teams.

Skills

Mathematical skills

Analytical skills

C++ programming

Communication skills

Numerical algorithms

Education

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

Job description

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Quant Analyst - Equity & Hybrid Products, Slough

Client: Morgan McKinley

Location: Slough, 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, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development, and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products, 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 a related field.

• Mathematically inclined 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 financial product development.

• Strong analytical and numerical skills.

• Strong C++ programming skills, ideally experience working with C++ shared libraries.

• Ability to explain complex ideas clearly and coherently to colleagues, traders, sales, and management, both orally and in writing.

• Self-driven with a strong desire to meet deadlines and work accurately, keeping compliance in mind.

• Integrity and a desire to develop correct and robust mathematical models and implementations.

• Innovative, courageous, and eager to suggest and develop novel approaches.

• Good written and verbal communication skills in English.