Quantitative Analyst (Equities & Equity Derivatives - VP)

Huxley Associates; Greater London; On-site; GBP 85,000 - 120,000; Full time

Job summary

A leading investment banking firm is seeking a Vice President - Quantitative Analyst to join their front-office team in London. This role involves developing pricing models for equity derivatives and collaborating with traders for effective risk management. The ideal candidate will have a Master's or PhD in a quantitative field with significant experience in pricing and analytics of exotic derivatives. Strong programming skills in Python or C++ are essential for success in this dynamic trading environment.

Qualifications

• Deep expertise in Equities and Equity Derivatives with a strong background in pricing models.
• Proven experience in pricing and risk analytics for exotic equity derivatives.
• Hands-on experience with structured products such as autocallables and cliquets.

Responsibilities

• Develop and enhance pricing models for equity derivatives.
• Implement calibration frameworks for volatility surfaces.
• Collaborate with traders for pricing and risk management.

Skills

Equities and Equity Derivatives pricing

Model calibration techniques

Programming in Python

Advanced quantitative analysis

Education

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

Tools

Python

C++

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).