Quant Analyst – Pricing

Overview

In this role you will develop and implement risk and pricing models for cross-asset derivatives within a high-profile exchange client environment. You’ll collaborate with risk, product control, and front-line teams to support market and liquidity risk in clearing operations. Expect rigorous model validation, regulatory submission work, and ownership of end-to-end quantitative solutions that impact trading and risk decisions. This is a hands-on, software-focused role with real responsibility and growth potential in a central London setting.

Responsibilities

• Research, develop and implement risk management models for the Clearing Business
• Provide quantitative support and analytical tools to investigate market, liquidity, and counterparty credit risks
• Model review, documentation and validation remediation under the Model Risk Governance Framework
• Review and interpret backtesting and other model performance tests
• Develop and implement new quantitative models and pricing functions
• Coordinate with model validators in validation/re-validation processes
• Prepare analyses for regulatory submissions of model changes and new models
• Engage with product control, risk, and sales teams to align on model outputs

Key requirements

• Experience in a comparable quantitative modelling or analytics role
• Strong mathematical knowledge of derivatives pricing and risk management models
• Good data science experience
• C++/C#/Java or Python programming skills
• Experience with SQL
• Solid numerical programming abilities
• Excellent attention to detail and ability to work independently and in a team

• attention to detail
• independent and team-oriented work
• stakeholder communication
• C++
• C#
• Java

…