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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