CIB – Quantitative Research – Equity Derivatives Modelling – Vice President – London

Last updated an hour ago
Location:Greater London
Job Type:Full Time


We are a team of front-office quants providing modelling solutions to the Equity Derivatives business. Our work combines classical quant finance with modern machine learning techniques to deliver best-in-class models to the trading desk. It includes:

  • Developing advanced pricing models and systematic hedging strategies for equity derivatives;

  • Implementing these models in our quant library and trading/risk platforms, carrying out testing and writing documentation;

  • Working closely with traders to solve problems and identify opportunities;

  • Maintaining strong links with the machine learning and quant finance research communities, supervising projects, publishing and presenting academic papers.

Essential attributes:

  • Experience in a front-office derivatives trading environment;
  • Outstanding analytical and problem-solving abilities;
  • Good written and oral communication;
  • Strong coding skills;
  • Deep understanding of derivatives pricing theory and standard models.

Desirable attributes

  • Hands-on experience of Reinforcement Learning;
  • Professional Python/C++ development experience.