Quantitative Analyst - Flow Equity Derivatives - Hedge Fund

The Client

My client is a market leading hedge fund with offices in NYC and London and satellites across the U.S., Europe and Asia. They operate across a broad range of derivatives-based strategies with a deep understanding of volatility, and have circa $12 billion in AUM.

My client is currently expanding their offering to cover the Flow Equity Derivatives market, and as such are looking for an experienced Quant to play a key role in modelling and pricing these instruments.

What You'll Get

• An opportunity to work in one of the most exciting and fast growing buy-side businesses in the the world.
• An opportunity to join a strong team with a very high talent density presenting lots of opportunity for learning and development.
• Incredible career progression opportunities with potential access to all areas of the business.
• A market leading compensation package including basic salary and annual bonus.
• Benefits including a pension contribution, healthcare, life assurance and 25 days annual leave.

What You'll Do

The role will involve developing, implementing, and enhancing quantitative models for pricing, hedging, and risk management of flow equity derivatives. The immediate focus of the role will be on implied volatility calibration improvements for accuracy and stability, automation of events marking and PnL explain.

Further to this you will be responsible for:

• Contributing to the development and enhancement of their pricing libraries, written in C\+\+, and building trading tools in Python.
• Collaborating with Portfolio Managers to translate quantitative insights into actionable trades.
• Performing post-trade analysis, model performance attribution, and ongoing strategy refinement.
• Optimising computational performance for real-time or near-real-time decision-making.
• Staying at the forefront of academic and market developments in derivatives, volatility, and quantitative finance.

What You'll Need

• 5\+ years plus experience with quantitative modelling and pricing of flow equity derivative products.
• Experience implementing and calibrating volatility models using numerical optimisation and market data fitting techniques.
• Ability to communicate efficiently and concisely in writing and verbally.
• Strong programming skills in C\+\+ and proficiency in at least one other modern programming language (Python, Java, JavaScript, etc.).