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VP Quant – Equity & FX Exotics / Volatility
I’m working with a leading global financial markets and derivatives business looking to hire an experienced Senior Quant to join its derivatives pricing and analytics team in London.
This is a hands-on quantitative role focused on Equity & FX volatility modelling, calibration and exotic derivatives pricing, with the opportunity to apply modern AI/ML techniques to pricing and risk analytics.
The role will cover:
• Building and improving volatility smile/surface models across Equity & FX
• Pricing and modelling exotic derivatives including autocallables, barriers, cliquets, baskets and worst-of products
• Developing and enhancing Monte Carlo, PDE and semi-analytical pricing methods
• Improving pricing accuracy, Greeks and risk calculations
• Applying AI/ML techniques to accelerate pricing, VaR and XVA calculations
• Working closely with front-office trading desks, risk teams and clients
Looking for:
• Strong experience in Equity and/or FX derivatives pricing and modelling
• Hands-on exotic options and volatility modelling/calibration experience
• Local Vol, Stochastic Vol and/or Local-Stochastic Vol
• Strong numerical methods including Monte Carlo and PDEs
• Python and C++
• MSc or PhD in a quantitative discipline
Please get in touch with your CV if you’d like to discuss the opportunity confidentially.
tg@barclaysimpson.com
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.
