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Equity Derivatives Quant AVP
Equity Derivatives | Front Office | London | £90k–£130k
A leading global investment bank is seeking an AVP-level Quantitative Analyst to join its Equity & Hybrid Products Quant team in London.
This front-office aligned team supports trading across a broad equity derivatives platform, covering flow, exotics, hybrids, Delta 1 and convertibles. The team works closely with traders and sales, delivering pricing models, risk analytics and strategic quantitative solutions.
The Role
You will provide quantitative and analytical expertise to support trading strategies, pricing and risk management across equity derivatives.
Key responsibilities include:
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Development and enhancement of equity derivatives pricing and risk models
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Implementation of models in C++ and/or Python within front-office libraries
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Calibration to market data and quantitative analysis to support trading decisions
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Collaboration with traders, structurers and risk managers to deliver robust pricing tools
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Ownership and maintenance of analytical infrastructure
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Supporting model governance, documentation and validation processes
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Scenario analysis and stress testing for structured products
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Contributing to innovation in numerical methods and model efficiency
This is a hands-on modelling role with strong business interaction and visibility.
Candidate Profile
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3+ years’ experience in equity derivatives pricing
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Experience gained in front office quant or equity model validation
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Exposure to vanilla and/or exotic equity derivatives (hybrids advantageous but not essential)
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MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science or similar
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Strong programming skills in C++ and/or Python
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Good understanding of stochastic calculus, numerical methods and practical pricing challenges
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Ability to communicate complex quantitative concepts clearly
This opportunity is well suited to an Analyst/AVP quant looking to deepen their exposure within a broad equity derivatives platform. Pure strategy or pure development profiles without pricing experience are unlikely to be suitable.
If you meet the requirements please apply and contact tg@barclaysimpson.com
Barclay Simpson, recognised specialists in Quant jobs and recruitment: https://www.barclaysimpson.com/specialisms/quant-jobs/
This job was posted by Barclay Simpson: https://www.barclaysimpson.com/job/equity-derivatives-quant-avp/
We seek individuals from a diverse talent pool and encourage applicants from underrepresented groups to apply to our vacancies. Our commitment to fair recruitment processes means that we welcome applicants from all backgrounds, regardless of their lived experience or personal characteristics. We also invite applicants who meet most of the listed requirements, even if not all, to apply. If you require any adjustments to the application process, please let us know.
Barclay Simpson acts as an Employment Agency for permanent positions and an Employment Business for temporary/contract engagements.
