Quantitative Analyst (Equities & Equity Derivatives - VP)

Huxley; Greater London; On-site; GBP 90,000 - 130,000; Full time

Job summary

A leading investment firm seeks a highly skilled VP Quantitative Analyst to join their front-office team in London. This role involves developing and enhancing pricing models for equity derivatives and collaborating with traders to support risk management. The ideal candidate will possess a strong academic background in quantitative fields and advanced programming skills. Experience with exotic derivatives is highly desirable. Join an innovative team to work on cutting-edge solutions in a dynamic trading environment.

Qualifications

• Strong academic background in Mathematics, Physics, Engineering, or Quantitative Finance.
• Proven experience in Equities and Equity Derivatives pricing and risk analytics.
• Expertise in exotic equity derivatives is highly desirable.
• Hands-on experience with autocallables, cliquets, and other structured products.
• Proficiency in model calibration techniques and stochastic modeling.
• Advanced programming skills in Python, C++, or similar languages.
• Excellent communication skills and ability to work in a fast‑paced environment.

Responsibilities

• Develop and enhance pricing models for equity derivatives, including vanilla and exotic structures.
• Design and implement robust calibration frameworks for volatility surfaces and correlation models.
• Work closely with traders and structurers to support pricing and risk management of products.
• Optimise model performance and ensure compliance with regulatory standards.
• Collaborate with technology teams to integrate models into production systems.

Skills

Mathematics

Physics

Engineering

Quantitative Finance

Python

C++

Model Calibration Techniques

Stochastic Modeling

Communication Skills

Education

Master's or PhD in Mathematics, Physics, Engineering, or Quantitative Finance

Job description

Vice President - Quantitative Analyst (Equities & Equity Derivatives)

Location: London
Division: Front Office - Quantitative Analytics

About the Role:
We are seeking a highly skilled VP Quantitative Analyst to join our Investment Banking clients, front‑office team. The ideal candidate will have deep expertise in Equities and Equity Derivatives, with a strong background in pricing models. This is an opportunity to work on cutting‑edge quantitative solutions for complex products in a dynamic trading environment.

Key Responsibilities:

• Develop and enhance pricing models for equity derivatives, including vanilla and exotic structures.
• Design and implement robust calibration frameworks for volatility surfaces and correlation models.
• Work closely with traders and structurers to support pricing and risk management of products such as autocallables, cliquets, and other structured payoffs.
• Optimise model performance and ensure compliance with regulatory standards.
• Collaborate with technology teams to integrate models into production systems.

Required Skills & Experience:

• Strong academic background in Mathematics, Physics, Engineering, or Quantitative Finance (Master's or PhD preferred).
• Proven experience in Equities and Equity Derivatives pricing and risk analytics.
• Expertise in exotic equity derivatives is highly desirable.
• Hands‑on experience with autocallables, cliquets, and other structured products.
• Proficiency in model calibration techniques and stochastic modeling.
• Advanced programming skills in Python, C++, or similar languages.
• Excellent communication skills and ability to work in a fast‑paced environment.

Bonus Points For:

• Experience with Monte Carlo simulations, PDE solvers, and numerical optimisation.
• Familiarity with regulatory frameworks (e.g., FRTB, XVA).

To find out more about Huxley, please visit www.huxley.com