3 of 3 Contract Equity Derivative Jobs in the UK

Job Title: Quant Analyst Equity Derivatives | Contract | Hybrid London Location: London (2 days onsite, 3 remote) Type: Contract (6 months, likely extension) Rate: Market Competitive (Inside IR35) Start Date: ASAP Overview: An exciting opportunity to join a global investment bank's Quantitative Analytics team focused on Equity and Hybrid Derivatives . The role involves supporting and … improving internal risk models impacting front-office and risk teams, particularly for complex equity-linked products. This is ideal for someone with deep quantitative finance knowledge, strong C++/Python skills, and experience in derivatives modelling. Key Responsibilities: Support and improve internal risk models related to CVA for equity/volatility products (e.g. Corridor Variance Swaps … Experience building numerical algorithms for financial use cases Excellent written and verbal communication skills, especially in stakeholder-heavy environments Nice to Have: Previous exposure to structured or hybrid equity products Experience working with cross-asset or quantitative strategy teams Ability to work independently in a fast-paced, regulated environment An interest in model governance, compliance, and process robustness More ❯

working with front-end teams and gain On-job learning of new technology & tools to deliver work. The successful candidate will be a member of The clients QA Equity & Hybrid Products team, which is part of the Global Quantitative Analytics group (QA) and is responsible for research, development and implementation of quantitative models for the equity derivatives business. It covers equity flow products, equity structured & hybrid products, quantitative index and strategies business. Key Responsibilities: * Documentation, Testing and improvements of an internal risk model, which is owned by The QA Equity & Hybrid Products team and feeds the Credit Valuation Adjustment (CVA) for products sensitive to future implied volatility dynamics More ❯

as main escalation point to the business unit on counterparty and non-market risk related issues Daily monitoring and escalation of counterparty & credit risk generated by the institutional equity derivatives and prime brokerage business; correct application of the credit policies to the trading activity. Crisis ad-hoc events management Market risk scenario & limits analysis and tracking Non-market … VBA and Alteryx is a plus but not needed) Previous experience preferably with credit risk, operational risk, or market risk, if not then experience working within trade operations OTC Derivative products experience a plus Strong analytical mindset & strong control focus with ability to initiate and drive projects Good communication & relationship building skills Why join us? Career coaching and access More ❯