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Recruitment Consultant at Alexander Chapman
A leading investment bank is looking for a talented Front Office Quantitative Analyst to join its high-performing Equity & Hybrid Products team in London. This is a front-office role, sitting directly with the trading desk, focused on the pricing, modeling, and risk management of complex equity and cross-asset derivatives.
Key Responsibilities:
* Develop and enhance pricing and risk models for equity and hybrid structures (e.g., equity-rate, equity-FX).
* Implement models in C++, Python, or in-house quantitative libraries.
* Calibrate models to real-time market data and support trading with quantitative analysis.
* Work closely with traders, structurers, and risk teams to deliver real-time tools and analytics.
* Ensure model governance standards are met, including documentation and validation support.
* Innovate on numerical methods and contribute to pricing methodology enhancements.
* Run scenario analysis and stress testing for structured equity and hybrid products.
Requirements:
* MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science, or a related quantitative discipline.
* Proven experience with pricing equity derivatives, including vanillas and exotics.
* Strong programming skills in C++ and/or Python.
* Solid grasp of stochastic calculus, numerical techniques, and financial modeling.
* Familiarity with hybrid product structures is highly advantageous.
* Previous front-office quant or risk/valuation experience preferred.
* Excellent communication skills with the ability to explain models to non-technical audiences.
Seniority level
* Seniority level
Mid-Senior level
Employment type
* Employment type
Full-time
Job function
* Job function
Analyst
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