Quantitative Analyst – Equity Derivatives / Volatility (C++ | Python | Front Office)

Quantitative Analyst – Equity Derivatives / Volatility (C\+\+ \| Python \| Front Office)

Leading Hedge Fund \| London

Compensation:

Highly competitive

We are hiring a

front-office Quantitative Analyst

focused on

equity derivatives and volatility modelling

within a leading global macro hedge fund.

This role is centred on

building and owning pricing models

used directly by traders — not research or prototyping.

Key focus

• Build and maintain

volatility surfaces and calibration frameworks

• Develop

C\+\+ pricing models for options and derivatives

• Use

Python for analysis, tooling, and model validation

• Work closely with traders on

pricing, hedging and risk

• Support

volatility trading strategies and relative value opportunities

Requirements (must-have)

• Hands-on experience building

equity derivatives pricing models

• Strong

C\+\+ (production-level – essential)

• Good working knowledge of

Python

• Experience with:
• Vol surfaces
• Calibration
• Options pricing
• Direct

trader interaction

Not suitable for

• Quant research / academic roles
• Data science / ML
• Risk / validation