Quantitative Analyst – Equity Derivatives / Volatility (C++ | Python | Front Office)

Quantitative Analyst – Equity Derivatives / Volatility (C++ | Python | Front Office)

Leading Hedge Fund | London

Compensation: Highly competitive

We are hiring a front-office Quantitative Analyst focused on equity derivatives and volatility modelling within a leading global macro hedge fund.

This role is centred on building and owning pricing models used directly by traders — not research or prototyping.

Key focus

• Build and maintain volatility surfaces and calibration frameworks
• Develop C++ pricing models for options and derivatives
• Use Python for analysis, tooling, and model validation
• Work closely with traders on pricing, hedging and risk
• Support volatility trading strategies and relative value opportunities

Requirements (must-have)

• Hands‑on experience building equity derivatives pricing models

#J-18808-Ljbffr