Quantitative Analyst (Equities & Equity Derivatives - VP)

Location: London
Division: Front Office - Quantitative Analytics

About the Role:
We are seeking a highly skilled VP Quantitative Analyst to join our Investment Banking clients, front-office team. The ideal candidate will have deep expertise in Equities and Equity Derivatives, with a strong background in pricing models. This is an opportunity to work on cutting-edge quantitative solutions for complex products in a dynamic trading environment.

Key Responsibilities:

• Develop and enhance pricing models for equity derivatives, including vanilla and exotic structures.
• Design and implement robust calibration frameworks for volatility surfaces and correlation models.
• Work closely with traders and structurers to support pricing and risk management of products such as autocallables, cliquets, and other structured payoffs.
• Optimise model performance and ensure compliance with regulatory standards.
• Collaborate with technology teams to integrate models into production systems.

Required Skills & Experience:

• Strong academic background in Mathematics, Physics, Engineering, or Quantitative Finance (Master's or PhD preferred).
• Proven experience in Equities and Equity Derivatives pricing and risk analytics.
• Expertise in exotic equity derivatives is highly desirable.
• Hands-on experience with autocallables, cliquets, and other structured products.
• Proficiency in model calibration techniques and stochastic modeling.
• Advanced programming skills in Python, C++, or similar languages.
• Excellent communication skills and ability to work in a fast-paced environment.

Bonus Points For:

• Experience with Monte Carlo simulations, PDE solvers, and numerical optimisation.
• Familiarity with regulatory frameworks (e.g., FRTB, XVA).

Apply now to avoid disappointment.

To find out more about Huxley, please visit (url removed)

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy Registered office 8 Bishopsgate, London, EC2N 4BQ, United Kingdom Partnership Number OC(phone number removed) England and Wales