Accessibility
Home
Jobs
Upload CV
Find Talent
Careers
VP Quant – Equity / FX Derivatives & Volatility
I’m working with a leading global derivatives pricing and analytics business looking to add a Senior Quant to its growing London team.
This is a hands-on role focused on Equity and FX derivatives, combining volatility modelling and calibration with the development and enhancement of pricing models across vanilla and exotic products.
📍 London | Permanent
💰 Up to £180k base + c.30% bonus + equity
A key attraction is the breadth of the role. Rather than being highly specialised within one product or trading desk, you’ll have the opportunity to work across a wider range of derivatives problems, take real ownership and develop models and solutions from scratch.
The role:
• Develop and enhance volatility smiles, surfaces and calibration models
• Build and improve vanilla and exotic derivatives pricers
• Work across products including barriers, autocallables, cliquets, baskets and worst-ofs
• Improve pricing accuracy, Greeks and risk calculations
• Apply numerical methods including Monte Carlo and PDEs
• Investigate and solve complex pricing and modelling problems
• Develop production-quality solutions using Python and C++
• Opportunity to explore AI/ML techniques within pricing and risk analytics
What we’re looking for:
• Around 5+ years’ derivatives quant experience
• Equity Derivatives / Equity Volatility experience particularly relevant, although strong FX Options/Derivatives profiles will also be considered
• Strong volatility modelling, calibration and/or derivatives pricing experience
• Local Vol, Stochastic Vol and/or Local-Stochastic Vol knowledge
• Strong mathematical and numerical modelling skills
• Python and C++ or another compiled language
• MSc or PhD in a quantitative discipline
AI/ML experience is beneficial but not essential – strong derivatives modelling and the ability to solve complex quantitative problems are the priority.
This could be particularly interesting for a banking quant looking for broader exposure, greater ownership and the opportunity to work on new models and problems from the ground up.
Please apply or drop me a message for a confidential discussion.
Please get in touch with your CV if you’d like to discuss the opportunity confidentially.
tg@barclaysimpson.com
Barclay Simpson - global leaders in Quant recruitment: https://www.barclaysimpson.com/specialisms/quant-jobs/
Job listing posted by Barclay Simpson: https://www.barclaysimpson.com/job/tg-45071/vp-quant-equity-fx-derivatives-volatility/
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.
