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Quant Analyst
Posted 1 day 23 hours ago by Stott and May
Quant Analyst
Join the Equity Product team to research, develop, and implement quantitative models supporting the equity derivatives business-including flow, structured, hybrid products, and strategy indices.
Key Responsibilities
Maintain and enhance internal risk models used in CVA calculations for volatility-sensitive products (e.g., Corridor Variance Swaps)
Collaborate with Front Office, Technology, and Model Validation teams to deploy models
Document, test, and validate model outputs
Ensure model accuracy, robustness, and compliance
Share best practices and support knowledge transfer across teams
Your Profile
Essential Skills
Master's/PhD in Mathematics, Computer Science, or related field
Strong mathematical and programming skills (C++, Python)
Experience in derivatives modeling and front-office environments
Knowledge of financial engineering and product structuring
Strong analytical and communication skills
High standards for model integrity and accuracy
Desirable
Self-motivated with attention to deadlines and quality
Innovative mindset and proactive approach
