Equity Derivatives Quant (Front Office)

Equity Derivatives | Front Office | London | £130k

Join a leading global investment bank who are looking for an AVP-level Quant. The team works closely with traders and sales, delivering pricing models, risk analytics, and strategic quantitative solutions.

This opportunity is well suited to an Analyst/AVP quant looking to deepen their exposure within a broad equity derivatives platform, covering flow, exotics, hybrids, Delta 1 and convertibles.

The Role

You 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 models
• Implementation of models in C++ and/or Python within front-office libraries
• Calibration to market data and quantitative analysis to support trading decisions
• Collaboration with traders, structurers and risk managers to deliver robust pricing tools
• Ownership and maintenance of analytical infrastructure
• Supporting model governance, documentation and validation processes
• Scenario analysis and stress testing for structured products
• Contributing to innovation in numerical methods and model efficiency

Candidate Profile

• 3+ years’ experience in equity derivatives pricing
• Experience gained in front office quant or equity model validation
• Exposure to vanilla and/or exotic equity derivatives (hybrids advantageous but not essential)
• MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science or similar
• Strong programming skills in C++ and/or Python
• Good understanding of stochastic calculus, numerical methods and practical pricing challenges
• Ability to communicate complex quantitative concepts clearly

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