26 to 48 of 48 Equity Derivative Jobs in the UK

Equity Derivatives Quant Developer - C++, Python, CI/CD, Equities, Equity Derivatives, Excel, Pricing, Sensitivity Calculations I am seeking an experienced C++/Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on … market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: C++/Python Equities/Equity Derivatives CI/CD Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting, and sensitivities. … Degree in Mathematics, Finance, or a related field. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. This is a contract role paying up to £1050 per day inside More ❯

with AWS and/or other modern cloud based infrastructure. Good to have skills Knowledge/expertise in FX/Fixed Income/Equity/Equity Derivatives products. KDB. Exposure and understanding in one or more of the modern JavaScript build tool chain using things like More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure … pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting … and sensitivities. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure … pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting … and sensitivities. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per More ❯

Python Quant Developer - Python, Equities, Equity Derivatives, Pricing, Sensitivity Calculations, Algorithms, C++, Quant Finance, Risk Management. I am seeking an experienced Python Quant Developer to join my client who is a leading investment bank based in London. In this role, you will focus on building and optimizing infrastructure … pipelines for market data and pricing support. Work across teams to ensure alignment and deliver on business objectives. Key Skills: Python Equities/Equity Derivatives Options, Options Pricing, Managing Pricing Solid understanding of pricing models and stochastic processes. Familiarity with risk measures such as VaR, P&L forecasting … and sensitivities. Desirable: Experience working with large data sets and distributed systems. Knowledge of Equity Derivatives and their pricing mechanisms. Advanced Excel skills and familiarity with CI/CD workflows. Degree in Mathematics, Finance, or a related field. This is a contract role paying up to £1050 per More ❯

Risk Analytics – Equity market risk quantitative analyst Our investment banking client is seeking an experienced quantitative analyst/risk modeler with 5 - 8 years of financial industry experience to join the Quantitative Risk team. Focus of this position is on Market Risk modeling for equity derivatives … front office, technology, and market risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel … analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Good understanding of equity pricing models and products. Strong programing skills and data handling skills in SQL and Python (ability to wrangle large data sets, implement statistical tests More ❯

Risk Analytics – Equity market risk quantitative analyst Our investment banking client is seeking an experienced quantitative analyst/risk modeler with 5 - 8 years of financial industry experience to join the Quantitative Risk team. Focus of this position is on Market Risk modeling for equity derivatives … front office, technology, and market risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel … analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Good understanding of equity pricing models and products. Strong programing skills and data handling skills in SQL and Python (ability to wrangle large data sets, implement statistical tests More ❯

Risk Analytics – Equity market risk quantitative analyst Our investment banking client is seeking an experienced quantitative analyst/risk modeler with 5 - 8 years of financial industry experience to join the Quantitative Risk team. Focus of this position is on Market Risk modeling for equity derivatives … front office, technology, and market risk managers to implement and maintain market risk models. Making key analytical decisions regarding market risk modelling for Equity derivatives positions traded in Europe and Asia. Assessing appropriateness of the market risk model outputs by performing time series review and stationarity test, Basel … analysis, VaR methodologies and backtesting), with 5 - 8 years of previous experience in a quantitative role at a financial institution. Good understanding of equity pricing models and products. Strong programing skills and data handling skills in SQL and Python (ability to wrangle large data sets, implement statistical tests More ❯

An important component will be the pricing of non-linear payoffs on complex multi-asset indices. The candidate must have significant experience with equity derivatives pricing models. BASIC QUALIFICATIONS Bachelor's, Master's, or PhD in Mathematics, Physics, Computer Science, Engineering or similar subject. Strong quantitative skills with … significant experience in equity derivatives modelling. Strong programming skills, including clear understanding of algorithms and data structures. Excellent written and verbal communication skills. High level of diligence and discipline. Comfortable managing multiple stakeholders, demonstrating initiative and showing commercial impact. ABOUT GOLDMAN SACHS At Goldman Sachs, we commit our More ❯

London (Hybrid) One of our Global Investment Banking clients is looking for a Quant Developer with strong Python coding experience to join the Equity Derivatives team. This role sits within the Pre/Post Trade sub team, and requires a Quant Developer with expertise in designing productionised code … with Pandas and NumPy libraries Experience contributing in robust Python code to a Quant Library TDD Unit testing Object Oriented Design Desired Skills: Equity Derivatives Structured Products knowledge e.g. autocallable, coupons Product lifecycle management Pre and post trade experience C++ or Rust would be a bonus If this More ❯

London (Hybrid) One of our Global Investment Banking clients is looking for a Quant Developer with strong Python coding experience to join the Equity Derivatives team. This role sits within the Pre/Post Trade sub team, and requires a Quant Developer with expertise in designing productionised code … with Pandas and NumPy libraries Experience contributing in robust Python code to a Quant Library TDD Unit testing Object Oriented Design Desired Skills: Equity Derivatives Structured Products knowledge e.g. autocallable, coupons Product lifecycle management Pre and post trade experience C++ or Rust would be a bonus If this More ❯

London (Hybrid) One of our Global Investment Banking clients is looking for a Quant Developer with strong Python coding experience to join the Equity Derivatives team. This role sits within the Pre/Post Trade sub team, and requires a Quant Developer with expertise in designing productionised code … with Pandas and NumPy libraries Experience contributing in robust Python code to a Quant Library TDD Unit testing Object Oriented Design Desired Skills: Equity Derivatives Structured Products knowledge e.g. autocallable, coupons Product lifecycle management Pre and post trade experience C++ or Rust would be a bonus If this More ❯

the team in the smooth and efficient operation of our post-trade operations, supporting trading across geographies and asset classes, including alternatives, private equity and hedge funds. You will be part of a tight-knit team that designs, operates and continuously improves our systems and processes. You will … and validate investment-related bookings for transactions, valuations, and multi-asset information in Addepar. This includes accounting, reporting, and monitoring investments like private equity and hedge funds (e.g., NAV calculations). Data Integrity & Reconciliation : Ensure data accuracy in Addepar by implementing robust controls, conducting regular reviews, and performing … to learn quickly and perform at the highest level Basic knowledge and understanding of various types of financial instruments (equities, bonds, FX, private equity, derivatives) and different types of corporate actions Analytical skills and attention to details Excellent verbal and written communication skills in English High level of More ❯

the team in the smooth and efficient operation of our post-trade operations, supporting trading across geographies and asset classes, including alternatives, private equity and hedge funds. You will be part of a tight-knit team that designs, operates and continuously improves our systems and processes. You will … and validate investment-related bookings for transactions, valuations, and multi-asset information in Addepar. This includes accounting, reporting, and monitoring investments like private equity and hedge funds (e.g., NAV calculations). Data Integrity & Reconciliation : Ensure data accuracy in Addepar by implementing robust controls, conducting regular reviews, and performing … to learn quickly and perform at the highest level Basic knowledge and understanding of various types of financial instruments (equities, bonds, FX, private equity, derivatives) and different types of corporate actions Analytical skills and attention to details Excellent verbal and written communication skills in English High level of More ❯

Associate Director, Quantitative Modeller/Analyst, Equity Derivatives Brand: HSBC Area of Interest: Investment Banking, Markets, and Research Location: London, GB, E14 5HQ Work style: Hybrid Worker Date: 5 Feb 2025 If you're looking for a career that will help you stand out, join HSBC and fulfil … term performance. Our products and services include advisory, financing, prime services, research and analysis, securities services, trading and sales and transaction banking. The Equity Derivatives Quants team are currently looking for a Quant Modeller/Analyst to join the desk in London. In this role, you will: Design … background in Quantitative Finance (calculus, partial differential equations, no-arbitrage valuation, numerical analysis). Proven working knowledge of main instruments used in Structured Equity Derivatives Products. Strong Python/C++ skills. Knowledge of RUST would be beneficial. Knowledge of at least one of the following scripting languages: Python More ❯

The Role Prime Brokerage Middle Office: Equity & Fixed Income (Repo’s) Stock Lending & Collateral Management Operations SME (Based on a Trading floor and a brand new Trading desk) Martis Search are proud to represent a City of London based global Investment Bank that is going through a huge … and continued growth phase (in very difficult market conditions) to hire a senior Equity & Fixed Income Stock Lending & Collateral Management Operations SME situated within their Prime Brokerage Middle Office (sitting on their Trading floor). This is a brand new business line, Trading desk and Middle Office department … and supporting a highly experienced Equity & Fixed Income (Repo’s) Stock Lending & Collateral Management Trading desk. Our client is looking for an Equity & Fixed Income Stock Lending Operations/Security Lending Operations/Collateral Management SME with sound working knowledge gained from Equities and Fixed Income More ❯

The Role Prime Brokerage Middle Office: Equity & Fixed Income (Repo’s) Stock Lending & Collateral Management Operations SME (Based on a Trading floor and a brand new Trading desk) Martis Search are proud to represent a City of London based global Investment Bank that is going through a huge … and continued growth phase (in very difficult market conditions) to hire a senior Equity & Fixed Income Stock Lending & Collateral Management Operations SME situated within their Prime Brokerage Middle Office (sitting on their Trading floor). This is a brand new business line, Trading desk and Middle Office department … and supporting a highly experienced Equity & Fixed Income (Repo’s) Stock Lending & Collateral Management Trading desk. Our client is looking for an Equity & Fixed Income Stock Lending Operations/Security Lending Operations/Collateral Management SME with sound working knowledge gained from Equities and Fixed Income More ❯

The Role Prime Brokerage Middle Office: Equity & Fixed Income (Repo’s) Stock Lending & Collateral Management Operations SME (Based on a Trading floor and a brand new Trading desk) Martis Search are proud to represent a City of London based global Investment Bank that is going through a huge … and continued growth phase (in very difficult market conditions) to hire a senior Equity & Fixed Income Stock Lending & Collateral Management Operations SME situated within their Prime Brokerage Middle Office (sitting on their Trading floor). This is a brand new business line, Trading desk and Middle Office department … and supporting a highly experienced Equity & Fixed Income (Repo’s) Stock Lending & Collateral Management Trading desk. Our client is looking for an Equity & Fixed Income Stock Lending Operations/Security Lending Operations/Collateral Management SME with sound working knowledge gained from Equities and Fixed Income More ❯

We are working with a highly successful FinTech firm that delivers derivative pricing tools and analytics for traders at hedge funds and investment banks. Due to sustained success, the firm are looking to add a Software Engineer to help support their growth. This role would suit an individual with … happy working independently but in a collaborative team-based approach. This role will involve working within a small firm that is dedicated to delivering derivative pricing analytics via a web app. The client base consists of traders at leading hedge funds and investment banks. Their ever-increasing popularity is … STEM subject, such as Comp Sci Exposure to functional programming, pair programming and agile methodologies Some product knowledge within Rates/FX or Equity derivatives Familiarity with financial derivatives and pricing would be advantageous Due to demand, we are advertising this business operations role anonymously. If you would More ❯

We are working with a highly successful FinTech firm that delivers derivative pricing tools and analytics for traders at hedge funds and investment banks. Due to sustained success, the firm are looking to add a Software Engineer to help support their growth. This role would suit an individual with … happy working independently but in a collaborative team-based approach. This role will involve working within a small firm that is dedicated to delivering derivative pricing analytics via a web app. The client base consists of traders at leading hedge funds and investment banks. Their ever-increasing popularity is … STEM subject, such as Comp Sci Exposure to functional programming, pair programming and agile methodologies Some product knowledge within Rates/FX or Equity derivatives Familiarity with financial derivatives and pricing would be advantageous Due to demand, we are advertising this business operations role anonymously. If you would More ❯

Our client is a Tier 1 Investment Bank who urgently need a Senior Director Level, Equity validation/documentation/modelling quant contractor. Location: London Rate: £1,500 - £1,750 per day (Inside IR35) Contract: 6 months (extension likely into 2026) Urgent hire – Start ASAP! We're looking … for an Equity specialist - highly experienced with exotic equity derivatives models. Somebody who understands the model details, assumptions/limitations and how they are quantified- and who has developed alternative models or benchmarks. The context is that the Equity/Hybrids FO quants are … submissions is beyond the team’s capacity which is why they urgently need a Temp. This is front office role sitting in the Equity/Hybrids team. Somebody who can:- Perform a model review, guide the FO quants. Specify, write (python notebooks), run, analyse et document tests. Write More ❯

Our client is a Tier 1 Investment Bank who urgently need a Senior Director Level, Equity validation/documentation/modelling quant contractor. 📍 Location: London 💰 Rate: £1,500 - £1,750 per day (Inside IR35) 📅 Contract: 6 months (extension likely into 2026) 📩 Urgent hire – Start ASAP! We're looking … for an Equity specialist - highly experienced with exotic equity derivatives models. Somebody who understands the model details, assumptions/limitations and how they are quantified- and who has developed alternative models or benchmarks. The context is that the Equity/Hybrids FO quants are … submissions is beyond the team’s capacity which is why they urgently need a Temp. This is front office role sitting in the Equity/Hybrids team. Somebody who can:- Perform a model review, guide the FO quants. Specify, write (python notebooks), run, analyse et document tests. Write More ❯

Our client is a Tier 1 Investment Bank who urgently need a Senior Director Level, Equity validation/documentation/modelling quant contractor. 📍 Location: London 💰 Rate: £1,500 - £1,750 per day (Inside IR35) 📅 Contract: 6 months (extension likely into 2026) 📩 Urgent hire – Start ASAP! We're looking … for an Equity specialist - highly experienced with exotic equity derivatives models. Somebody who understands the model details, assumptions/limitations and how they are quantified- and who has developed alternative models or benchmarks. The context is that the Equity/Hybrids FO quants are … submissions is beyond the team’s capacity which is why they urgently need a Temp. This is front office role sitting in the Equity/Hybrids team. Somebody who can:- Perform a model review, guide the FO quants. Specify, write (python notebooks), run, analyse et document tests. Write More ❯