Quant - Product Team
Role Title: Quant - Product Team
Duration: 6-month contract
Location: London - Hybrid, 3 days per week onsite
About the Company
Our client is a well-established global financial institution recognised for its strong alignment between front-office trading, quantitative research and engineering teams. The firm places a clear emphasis on rigorous risk management, high-quality pricing infrastructure and pragmatic delivery to support complex derivatives activity across multiple asset classes.
Description
The Equity Derivatives Product Quant team is looking for a Quant with strong engineering skills and deep understanding of reverse convertibles. The role focuses on payoff modelling, lifecycle events and supporting the pricing library and Monte Carlo engines used by front office traders globally.
Key Responsibilities:
- Develop pricing and risk components for reverse convertibles, including barriers, observations and structured payoff mechanics.
- Enhance Monte Carlo engines, memory management, threading and performance optimisation across C++ libraries.
- Collaborate closely with traders, structurers, market data teams and risk groups.
- Support lifecycle events, cashflow engines and event-driven payoff evaluations.
- Build Python-based tools to support analytics, prototyping and testing.
- Contribute to intraday and end-of-day risk and P&L analytics for structured equity products.
Essential Experience
- Strong understanding of reverse convertibles, payoff structures and structured equity lifecycle modelling.
- Advanced C++ engineering skills with readiness to transition into Rust over time.
- Solid Python experience for analytics and automation.
- Proven front office exposure and ability to partner directly with traders.
- Experience with simulation engines, thread-safe design and performance optimisation.
Desirable
- Knowledge of market data workflows for structured products.
- Risk concepts: P&L explain, Greeks, VaR and scenario-based risk.
- Strong problem solving, communication and collaborative mindset.
FAQs
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