Quant Analyst
Posted 1 week ago by Queen Square Recruitment Ltd
Negotiable
Inside
Hybrid
London
Summary: The Quant Analyst role focuses on enhancing internal risk models for equity and hybrid derivatives within a global investment bank's Quantitative Analytics team. The position requires strong quantitative finance knowledge and proficiency in C++ and Python, with responsibilities including model support, documentation, and stakeholder communication. This contract role is hybrid, allowing for a mix of on-site and remote work. The ideal candidate will have a Master's or PhD in a relevant field and experience in derivatives modeling.
Key Responsibilities:
- Support and improve internal risk models related to CVA for equity/volatility products (e.g. Corridor Variance Swaps)
- Document and test model outputs with a high degree of accuracy
- Liaise with front office, tech, and model validation teams to ensure successful production deployment
- Communicate complex model results to stakeholders across quant, trading, and risk
Key Skills:
- Master’s or PhD in Mathematics, Computer Science, or related field
- Strong foundation in financial mathematics and derivatives pricing
- Professional experience in front office or risk quant roles
- Proficiency in Python and C++ (especially in shared library development)
- Experience building numerical algorithms for financial use cases
- Excellent written and verbal communication skills, especially in stakeholder-heavy environments
Salary (Rate): undetermined
City: London
Country: United Kingdom
Working Arrangements: hybrid
IR35 Status: inside IR35
Seniority Level: undetermined
Industry: IT
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:
- Support and improve internal risk models related to CVA for equity/volatility products (e.g. Corridor Variance Swaps)
- Document and test model outputs with a high degree of accuracy
- Liaise with front office, tech, and model validation teams to ensure successful production deployment
- Communicate complex model results to stakeholders across quant, trading, and risk
Skills & Experience Required:
- Master’s or PhD in Mathematics, Computer Science, or related field
- Strong foundation in financial mathematics and derivatives pricing
- Professional experience in front office or risk quant roles
- Proficiency in Python and C++ (especially in shared library development)
- Experience building numerical algorithms for financial use cases
- Excellent written and verbal communication skills, especially in stakeholder-heavy environments
Nice to Have:
- Previous exposure to structured or hybrid equity products
- Experience working with cross-asset or quantitative strategy teams
- Ability to work independently in a fast-paced, regulated environment
- An interest in model governance, compliance, and process robustness
Why Join This Project?
- Contribute to high-impact equity derivatives risk models used globally
- Partner directly with front-office traders and quantitative teams
- Grow your skills with exposure to modern tools and model deployment pipelines