Front Office Equity Derivatives Quant (VP), London

Ref: FOED-2603
To £200k Total, City of London
Global Investment Bank
Auto Calls, Range Accruals, Vol Index, Barriers, Variance swaps, Look backs, Quantos, etc.

Our client, a leading Investment Bank, with operations in all the most dynamic markets and a good reputation for state of the art technology, now seeks to hire an experienced Quant Analyst to cover Equity Derivatives pricing models across for vanilla & exotics products. Based in the vibrant City of London, this is an excellent opportunity to work with highly talented people whilst supporting a great trading team!


  • Work with traders, structurers and modelers to execute product development plans
  • Develop and maintain models for the pricing and risk management of Equity Derivatives  products
  • Deliver model documentation and testing material
  • Improve and maintain existing analytics
  • Research alternative models / techniques and assess models published in industry or academic literature
  • Provide day-to-day support to the business


  • 4 years+ of experience in developing/validating financial markets equities pricing/risk models in an international bank
  • Excellent knowledge of numerical methods, stochastic calculus, and probability theory
  • Strong C++ programming
  • Knowledge of financial market products, market conventions and regulatory requirements
  • Excellent oral & written skills in English
  • PhD or Masters in a quantitative discipline