Senior Quantitative Finance Lead — Derivatives & Risk

Quanteam; Greater London; Hybrid; GBP 120,000 - 210,000; Full time

Benefits offered by this job

Competitive salary and performance-ley

Private medical insurance

Pension

25 days annual leave

Cycle to work

Perks at work

Home and tech

Training and development opportunities

Job summary

Quanteam seeks an experienced Senior Manager or Director (SVP to Director level) to join our Quantitative Finance advisory practice in London. You will lead multidisciplinary engagements and advise clients on derivatives pricing, risk and valuation methodologies to support strategic decisions and growth.

The role requires a post-graduate degree in mathematical finance or related field, 8–12 years of experience, and strong programming skills (C++, Rust, Python).

Qualifications

• Post-graduate degree in mathematical finance, science or maths from a top-tier university.
• 8–12 years of relevant experience in quantitative modelling and derivatives pricing across Front Office, Model validation or Risk within financial services.
• Solid background in stochastic calculus and data science including AI/ML techniques.
• Experience with flow and exotic products in one or more asset classes.
• Strong programming skills in C++, Rust, Python and familiarity with software development processes and tooling.

Responsibilities

• Lead multidisciplinary engagements and manage client relationships.
• Design and develop quantitative models and analytics tools (e.g. derivatives pricing, market data methodologies, XVA, capital models, risk modelling).
• Provide thought leadership in quantitative methodologies, pricing techniques and risk frameworks.
• Lead project teams, mentor and supervise junior members, ensure high-quality deliveries and governance.
• Support content generation and business development initiatives, including identifying opportunities and proposals.

Skills

Leadership

Communication

Team collaboration

Problem-solving

Analytical thinking

Education

Post-graduate degree in mathematical finance, science or maths

Tools

C++

Rust

Python

Job description

Quanteam seeks an experienced Senior Manager or Director (SVP to Director level) to join our Quantitative Finance advisory practice in London. You will lead multidisciplinary engagements and advise clients on derivatives pricing, risk and valuation methodologies to support strategic decisions and growth.

The role requires a post-graduate degree in mathematical finance or related field, 8–12 years of experience, and strong programming skills (C++, Rust, Python).