Front Office Equity Derivatives Quant (VP or AVP), London

City of London
Ref: EQFO-1906
Up to £250k Total
Global Investment Bank
Auto Calls, Barriers, Options, Variance swaps, Quantos, Vol Index, Delta-1, 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 exotic equity 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


  • Minimum of 3 years, in a Front Office Pricing Quant or a Model Validation Quant role, with a strong focus on Equity Derivatives gained in a bank
  • Excellent knowledge of numerical methods, stochastic calculus, and probability theory
  • Advanced development skills (C# or C++) from implementation and support of models
  • Experience in calibration of Stochastic & Local Volatility
  • PhD or Masters educated in a scientific field