Quantitative Analyst, Equity Derivatives — Hybrid FinTech

Tempest Vane Partners; Greater London; Hybrid; GBP 70,000 - 110,000; Full time

Benefits offered by this job

Discretionary bonus

Pension contribution

Healthcare

Life insurance

26 days holiday

Hybrid working

Job summary

Tempest Vane Partners is seeking a Quantitative Analyst to join the Global Quantitative Analytics & Development team. The role focuses on Equity Derivatives and requires strong C++ or Python development to build and enhance analytics and trading tools.

You will support live production environments and collaborate with clients across asset classes, contributing to models and analytics for pre-trade pricing, risk management, and PnL monitoring. Hybrid working is offered, with offices in London.

Qualifications

• Minimum 2 years experience as a Quant Analyst.
• Knowledge of Equity Derivatives (Vanillas, Barriers, Vol/Var Swaps, etc.).
• Derivatives expertise is a plus.
• Strong C++ or Python development is essential.
• Experience supporting live production environments.

Responsibilities

• Contribute to development and enhancement of models/analytics in core Quant Analytics library (C++).
• Develop and enhance trading tools used by clients (Python).
• Provide ongoing client support across asset classes and maintain BAU systems.

Skills

Quant Analyst

Equity Derivatives

C++ development

Python development

Production support

Job description

Tempest Vane Partners is seeking a Quantitative Analyst to join the Global Quantitative Analytics & Development team. The role focuses on Equity Derivatives and requires strong C++ or Python development to build and enhance analytics and trading tools.

You will support live production environments and collaborate with clients across asset classes, contributing to models and analytics for pre-trade pricing, risk management, and PnL monitoring. Hybrid working is offered, with offices in London.