Equity Vol Quant Analyst (AVP/VP)
Location
London
Role Overview
We have exclusively partnered with a tier one global hedge fund to hire a Quant Analyst in London, sitting at the centre of a brand new pricing and quant research build with an initial focus on equity vol and equity derivatives.
We have exclusively partnered with a tier one global hedge fund to hire a Quant Analyst in London, sitting at the centre of a brand new pricing and quant research build with an initial focus on equity vol and equity derivatives.
The role is an interesting mix. The majority of the time, roughly 60-70%, the incoming hire will be working directly with PMs and traders, supporting them on day-to-day analytics and helping them make better investment decisions. The remaining 30-40% is contributing to the build of a brand new cross-asset pricing library from scratch, genuinely greenfield, no legacy code, and with a real say in its direction.
The library starts with an equity vol focus but expands across rates and FX over time, making this a genuinely cross-asset seat as it develops. The team is led by a high-profile quant with a strong track record of building major analytics platforms at leading institutions, and there is real room to build, own your work, and make your mark.
Key Responsibilities
- Work directly with equity PMs and traders, supporting them on day-to-day analytics and investment decisions - full ownership of those relationships with no middleman
- Build analytical models and pricing tools to support PM trade flow analysis, idea generation, and execution
- Contribute to the build of the cross-asset pricing library from scratch, starting with the equity vol components, with a real say in its architecture and direction
- Expand coverage over time to rates, FX, and other asset classes as the library grows
- Collaborate closely with the Head of Quant Analytics and the broader quant team on delivery and strategy
Requirements
- Strong pricing experience - equity vol pricing and/or linear rates pricing
- Built analytical models and pricing tools from scratch, not just maintained or run them
- Strong C++ and Python
- AAD / vectorisation experience is a strong plus
- 3 to 8 years of experience, AVP to VP equivalent level
- Both strong equity vol quants and linear rates quants with solid pricing and modelling experience are equally welcome
Soft Skills
- Hungry and looking for real ownership - not after a next job, after a mandate
- Comfortable engaging directly with senior PMs and traders from day one
- Self-directed and able to operate with minimal hand-holding
- Collaborative and genuinely invested in building something from the ground up
