Equity Derivatives Quant AVP Job in London

Specialisms: Equity Derivatives | Front Office | London | 90k–130kA leading global investment bank is seeking an AVP-level Quantitative Analyst to join its Equity & Hybrid Products Quant team in London.This front-office aligned team supports trading across a broad equity derivatives platform, covering flow, exotics, hybrids, Delta 1 and convertibles. The team works closely with traders and sales, delivering pricing models, risk analytics and strategic quantitative solutions.The RoleYou will provide quantitative and analytical expertise to support trading strategies, pricing and risk management across equity derivatives.Key responsibilities include:Development and enhancement of equity derivatives pricing and risk modelsImplementation of models in C++ and/or Python within front-office librariesCalibration to market data and quantitative analysis to support trading decisionsCollaboration with traders, structurers and risk managers to deliver robust pricing toolsOwnership and maintenance of analytical infrastructureSupporting model governance, documentation and validation processesScenario analysis and stress testing for structured productsContributing to innovation in numerical methods and model efficiencyThis is a hands-on modelling role with strong business interaction and visibility.Candidate Profile3+ years’ experience in equity derivatives pricingExperience gained in front office quant or equity model validationExposure to vanilla and/or exotic equity derivatives (hybrids advantageous but not essential)MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science or similarStrong programming skills in C++ and/or PythonGood understanding of stochastic calculus, numerical methods and practical pricing challengesAbility to communicate complex quantitative concepts clearlyThis opportunity is well suited to an Analyst/AVP quant looking to deepen their exposure within a broad equity derivatives platform. Pure strategy or pure development profiles without pricing experience are unlikely to be suitable.If you meet the requirements please apply and contact tg@barclaysimpson.comWe seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.

Job Details

Company
Barclay Simpson Corporate Governance Recruitment
Location
London, UK
Posted