FO Equities Quant Modeller Director

FO Equities Quant Modeller Director Overview

A leading Tier 1 Investment Bank is looking for a Director-level Equities Quant Modeller to join its Equity & Hybrids team in London. This position is highly visible and involves a blend of model development, governance, and strategic oversight.

The successful candidate will provide senior technical leadership across complex equity derivatives models, ensuring they meet standards of robustness, transparency, and model control.

Key Responsibilities

• Conduct in-depth technical evaluations of complex equity and hybrid derivatives models.
• Evaluate model assumptions, limitations, and the associated risks.
• Create alternative models or benchmarking methods as needed.
• Define, develop, and execute analytical tests primarily using Python, with some exposure to C++ being advantageous.
• Analyze test results and effectively communicate findings to senior stakeholders.
• Generate high-quality documentation that adheres to internal governance standards.
• Enhance model testing coverage and advocate for automation where feasible.
• Collaborate with traders, strategists, developers, and validation teams throughout the model lifecycle.
• Contribute to wider strategic initiatives concerning model standards and controls.
• Provide mentorship and technical support to junior quantitative analysts.

Candidate Profile

• Possess a PhD or Master’s degree in Financial Mathematics, Mathematics, or Physics.
• Demonstrate significant experience in developing or implementing Equity Derivatives models, with a preference for hybrids.
• Have a strong understanding of exotic derivatives modeling, particularly in equity, though other asset classes may be considered.
• Exhibit advanced skills in Python programming; familiarity with C++ is a plus.
• Experience in engaging with validation and control functions is essential.
• Show exceptional attention to detail and maintain high professional standards.
• Possess strong communication skills with the ability to influence senior stakeholders.

This role offers an opportunity to operate at a Director level within a leading global investment bank, combining deep quantitative expertise with strategic influence across Front Office model development and governance.

Note- visa sponsorship may be arranged for the right candidate.

Degree Requirement: Bachelor’s

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