London | Hybrid Working
A global investment bank is seeking a Quantitative Analyst to join its Global Markets team in London. The role sits within a front-office quantitative development environment supporting FX Options, Commodities and broader derivatives trading businesses.
You will work on the development and enhancement of pricing and risk analytics, quantitative libraries and market data frameworks used by traders and risk managers. This is a hands-on role requiring strong C++ development skills alongside a solid understanding of derivatives, pricing and curve construction.
Key Responsibilities
- Develop, enhance and support C++ pricing and risk analytics libraries.
- Implement quantitative models and analytics used across FX Options and related asset classes.
- Work on market data, calibration and curve-building frameworks.
- Partner with traders, quants and technology teams to deliver enhancements and resolve production issues.
- Support model implementation, testing, validation and documentation.
- Contribute to performance improvements and strategic platform development.
- Strong commercial C++ development experience.
- Experience working within a quantitative analytics, quant development or front-office technology environment.
- Exposure to pricing, risk, curve construction, calibration or quantitative libraries.
- Understanding of derivatives and financial markets.
- Strong analytical and problem-solving skills.
- Experience working with large codebases in a Linux or Windows environment.
- FX Options, Commodities, Fixed Income or multi-asset derivatives experience.
- Python or VBA development.
- Knowledge of FRTB, XVA or regulatory risk frameworks.
- Exposure to model implementation and quantitative research.
- Experience with Git and modern development practices.
For further information or a confidential discussion, please apply with an updated CV.
