Location: London (4 days onsite)
Rate: £1,000+ per day (Umbrella)
We're working with a leading alternative investment and technology platform on the appointment of an experienced Equity Modelling Quant.
This role sits within a highly technical, front office-facing team focused on enhancing existing equity analytics and volatility modelling capabilities used by investment professionals.
Responsibilities
- Develop and enhance equity models and analytics
- Improve volatility surface construction, calibration and related analytics
- Partner closely with portfolio managers, traders and quantitative teams
- Build robust, scalable production solutions in C++ and Python
- Contribute to the ongoing development of a large-scale quantitative analytics platform
- Strong background in equity modelling
- Experience with volatility modelling and vol surfaces
- Excellent C++ development skills
- Strong Python programming ability
- Experience delivering quantitative analytics in production environments
- Ability to operate effectively in a front office, investment-driven environment
- Equity exotics experience
- Commodities modelling experience
- C# experience
- Buy-side or hedge fund experience
The team is specifically looking for a genuine modeller who can combine strong quantitative expertise with high-quality software engineering skills.
The challenge for the hiring team is finding individuals with both the modelling depth and engineering capability to thrive in a highly technical front office environment.
To find out more, please get in touch with your latest CV for a confidential discussion.
