We are working with a leading global investment banking platform with a strong cross-border franchise that is expanding its Equity Derivatives capabilities in Europe. The firm combines deep connectivity across Asian and international capital markets with an established institutional client base. As part of the continued build-out of its London presence, the team is seeking a senior quantitative specialist to strengthen analytics, pricing, and trading infrastructure for equity derivatives flow.
Position Description
We are seeking a Senior Quant to join a growing Equity Derivatives team in London, with a focus on exotic and structured equity products. This role offers the opportunity to operate as a foundational quantitative hire, working closely with trading to shape the evolution of pricing models, analytics, and infrastructure supporting exotic and structured flow across EMEA.
You will play a central role in building and enhancing the equity derivatives pricing library across complex and exotic payoffs, developing tools for volatility calibration and dividend modelling, and helping establish scalable risk and pricing infrastructure alongside technology partners. The position provides meaningful ownership, direct trading interaction, and the ability to influence how the platform develops as the business continues to expand.
Key Areas of Responsibilities
- Lead the development of pricing models and analytics for exotic and structured equity derivatives
- Shape and enhance the core equity derivatives library across complex and exotic products
- Build pricing and risk infrastructure in collaboration with technology
- Develop tools for volatility surface calibration and dividend modelling
- Support trading across vanilla and exotic books through analytics and model enhancements
- Contribute to RFQ tooling and new product capabilities
- Collaborate with global quant teams
Requirements
- Advanced degree in a quantitative discipline
- ~6+ years’ experience in equity derivatives quant roles, ideally with exposure to exotics
- Strong knowledge of exotic pricing models (e.g., local/stochastic volatility, Monte Carlo)
- Strong programming skills (C++, Python, or similar)
- Experience working closely with traders in a front-office environment
- Ability to operate with ownership in a growing platform
- Strong communication skills
- Fluency in English
For a confidential discussion, please apply or contact us directly.