Equity Derivatives Quant Analyst

  • £100,000 - £250,000
  • London, England, United Kingdom
  • Permanent, Full time
  • Non-disclosed
  • 17 May 19

C++, Python, Java, quant analytics, Equity, Equity Derivatives, Pricing, Volatility, Desk quant

You will join a team of desk quants who work to transform the business by automating the key decisions taken every day. The team has a wide remit including automatic quoting, optimizing hedging decisions and developing algorithms to trade equity derivatives on European exchanges. You will also deploy statistical analysis techniques and mathematical models to enhance the decision making process, with the overall aim of improving business performance.


You will be working to Model and predict equity volatility surfaces using state of the art technology and techniques and ensure these systems are highly performant, reliable, and scalable. Automate pricing, hedging and execution of Equity Derivatives products in real time systems and design, develop and support highly reliable systems across a range of technologies in a structured, disciplined and fast-moving environment.


Key Skills


  • Exceptional programming skills in an OO or Functional language (e.g. C++/Java/Python/Scala/Haskell)
  • At least 4 years’ experience, preferably in a front office trading environment
  • Experience implementing predictive statistical models, particularly non-linear regression/classification problems and Bayesian methods (hierarchical models, dynamic models, filtering etc).