Equity Derivatives Junior Quant (Delta 1)
Global Markets | Front Office Quant
A leading international financial services platform is hiring an
Equity Derivatives Junior Quant
to support its Delta 1 equity derivatives business across global markets.
This is a front-office role working closely with trading, technology and global quant teams. The position focuses on
pricing, risk, PnL analytics and quant library development , as well as building tools that directly support trading and sales activity.
Key Responsibilities
Develop and maintain pricing, risk and PnL analytics for Equity Derivatives
Support day-to-day trading applications and front-office workflows
Build transaction analysis and trading optimisation tools
Contribute to global quant libraries and cross-regional initiatives
Partner with technology teams to enhance pricing and risk infrastructure
Develop volatility fitting and dividend modelling tools
Key Requirements
3+ years’ experience in Equity Derivatives / Delta 1
Strong Python development skills and solid computer science fundamentals
Strong understanding of equity derivatives pricing and risk
Experience working with databases, SQL and large datasets
Comfortable in fast-paced, front-office environments
If this opportunity sounds relevant, please apply via LinkedIn or get in touch for a confidential discussion to learn more.
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A leading international financial services platform is hiring an
Equity Derivatives Junior Quant
to support its Delta 1 equity derivatives business across global markets.
This is a front-office role working closely with trading, technology and global quant teams. The position focuses on
pricing, risk, PnL analytics and quant library development , as well as building tools that directly support trading and sales activity.
Key Responsibilities
Develop and maintain pricing, risk and PnL analytics for Equity Derivatives
Support day-to-day trading applications and front-office workflows
Build transaction analysis and trading optimisation tools
Contribute to global quant libraries and cross-regional initiatives
Partner with technology teams to enhance pricing and risk infrastructure
Develop volatility fitting and dividend modelling tools
Key Requirements
3+ years’ experience in Equity Derivatives / Delta 1
Strong Python development skills and solid computer science fundamentals
Strong understanding of equity derivatives pricing and risk
Experience working with databases, SQL and large datasets
Comfortable in fast-paced, front-office environments
If this opportunity sounds relevant, please apply via LinkedIn or get in touch for a confidential discussion to learn more.
#J-18808-Ljbffr