Company: Quant Capital
Location: London
Job Description:
Overview
In this role you will contribute to quantitative modelling for an exchange-backed pricing platform, supporting the development of new pricing products and strategies. You’ll work across cross‑functional teams, including R&D, to implement models in a high‑impact environment. You will engage with a major exchange and deliver pricing and valuation expertise to funds and banks. This is a people‑oriented, London‑based role at a firm known for strong pricing consultancy and a collaborative culture.
Responsibilities
- Develop modelling solutions for the exchange
- Lead new product development and strategy (internal and with the exchange)
- Act as SME on pricing and valuations
- Collaborate with Research and Development in product management
- Engage with a major exchange on pricing initiatives
Key requirements
- PhD in Mathematics, Statistics, Physics or Engineering
- 1 year commercial experience in finance
- Experience in finance modelling and derivatives
- strong collaboration and team fit
- effective communication with cross‑functional teams
- problem‑solver mindset
- Stochastic calculus
- Stochastic processes
- C++
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Posted: September 14th, 2026