Quantitative Analyst

2 days ago


London, Greater London, United Kingdom Top-Tier Global Investment Bank Full time
Long-dated FX & Hybrids Quant (VP, Dir)

Location: London

Ref: LDFX-2002

Top-Tier Global Investment Bank seeks a seasoned Quantitative Analyst to join its Front Office team in London. This role is focused on multi-asset modelling and pricing of exotic FX & Rates trading with some Equity involvement. You will be responsible for building Front Office tools and applications as well as developing the quant model library.

Key Responsibilities:

  • Engineer the improvement, extension, and testing of models and pricing engines, focusing on FX & Equity asset classes.
  • Implement valuation models into the quant library, including structured FX/IR and FX/Equity models.
  • Provide support to the trading desk and risk management.
  • Improve client tools and be involved in next-generation tool development.

Essential Skills:

  • Minimum 6 years in a Front Office quant role with strong focus on FX (any FX/Eq Hybrids an advantage).
  • Experience with quantitative challenges around Benchmark reform, e.g., RFR cap/floor pricing or CMS Fallback.
  • Advanced development skills (C++ or C#) from implementation and support of models.
  • Experience in developing at least one product or model from scratch for production use.
  • PhD or Masters educated in a scientific field.

Estimated Salary: £120,000 - £180,000 per annum.



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