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Sr Quantitative Analyst

London, England💼 Full-time🗓 2026-09-15 → 2026-09-29

Core

Quantitative Analyst specializing in exotic equity products, volatility modeling, and high-performance Monte Carlo engines for derivatives.

Role type

Senior IC quantitative analyst (derivatives)

Builds

Pricing models and valuation engines for exotic equity derivatives

Domain

Financial services / Quantitative finance / Derivatives

Deliverable

production ML models

Required skills

Quantitative modeling, Volatility modeling (Local/Stochastic/Parametric), Monte Carlo simulation, C++, Python, Equity trading desk experience, Statistical analysis

Preferred skills

Rates/Credit/FX/Commodities knowledge, Vola Dynamics Library, Java

Technologies

C++, Python, Java, Monte Carlo engines

Responsibilities

Develop quantitative models for exotic equity products and scripted payoffs; Implement high-performance Monte Carlo engines for complex path-dependent payoffs; Apply various volatility models to pricing strategies.

Seniority

Senior, hands-on IC

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