Job Title: Quant Analyst – Equity Derivatives | Contract | Hybrid London
Location: London (2 days onsite, 3 remote)
Type: Contract (6 months, likely extension)
Rate: Market Competitive (Inside IR35)
Start Date: ASAP
Overview:
An exciting opportunity to join a global investment bank's Quantitative Analytics team focused on Equity and Hybrid Derivatives. The role involves supporting and improving internal risk models impacting front-office and risk teams, particularly for complex equity-linked products.
This is ideal for someone with deep quantitative finance knowledge, strong C++/Python skills, and experience in derivatives modelling.
Key Responsibilities:
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Support and improve internal risk models related to CVA for equity/volatility products (e.g. Corridor Variance Swaps)
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Document and test model outputs with a high degree of accuracy
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Liaise with front office, tech, and model validation teams to ensure successful production deployment
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Communicate complex model results to stakeholders across quant, trading, and risk
Skills & Experience Required:
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Master’s or PhD in Mathematics, Computer Science, or related field
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Strong foundation in financial mathematics and derivatives pricing
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Professional experience in front office or risk quant roles
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Proficiency in Python and C++ (especially in shared library development)
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Experience building numerical algorithms for financial use cases
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Excellent written and verbal communication skills, especially in stakeholder-heavy environments
Nice to Have:
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Previous exposure to structured or hybrid equity products
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Experience working with cross-asset or quantitative strategy teams
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Ability to work independently in a fast-paced, regulated environment
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An interest in model governance, compliance, and process robustness
Why Join This Project?
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Contribute to high-impact equity derivatives risk models used globally
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Partner directly with front-office traders and quantitative teams
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Grow your skills with exposure to modern tools and model deployment pipelines