Equity Quantitative Analyst

A leading investment bank is looking for a talented

Front Office Quantitative Analyst

to join its high-performing Equity & Hybrid Products team in London. This is a front-office role, sitting directly with the trading desk, focused on the pricing, modeling, and risk management of complex equity and cross-asset derivatives.

Key Responsibilities:

Develop and enhance pricing and risk models for equity and hybrid structures (e.g., equity-rate, equity-FX).
Implement models in C++, Python, or in-house quantitative libraries.
Calibrate models to real-time market data and support trading with quantitative analysis.
Work closely with traders, structurers, and risk teams to deliver real-time tools and analytics.
Ensure model governance standards are met, including documentation and validation support.
Innovate on numerical methods and contribute to pricing methodology enhancements.
Run scenario analysis and stress testing for structured equity and hybrid products.

Requirements:

MSc or PhD in Mathematics, Physics, Financial Engineering, Computer Science, or a related quantitative discipline.
Proven experience with pricing equity derivatives, including vanillas and exotics.
Strong programming skills in C++ and/or Python.
Solid grasp of stochastic calculus, numerical techniques, and financial modeling.
Familiarity with hybrid product structures is highly advantageous.
Previous front-office quant or risk/valuation experience preferred.
Excellent communication skills with the ability to explain models to non-technical audiences.