We are currently supporting an Investment Bank in their search for a Quantitative Analyst to join their Front Office team. This is a high-impact role within a dynamic front-office team, working directly alongside traders and structurers to develop, implement, and enhance pricing and risk models for exotic derivatives and complex structured products.

Key Responsibilities:

• Design, develop, and maintain pricing and risk models for exotic equity, FX, or rates products.
• Implement robust, high-performance quantitative libraries in C# or C++, integrating closely with trading and risk management systems.
• Partner closely with traders, structurers, and risk managers to understand business needs and translate them into technical solutions.
• Conduct model validation, calibration, and performance testing to ensure accuracy and efficiency under live market conditions.
• Research and prototype new modeling techniques to maintain competitive edge in structured and exotic products.

Key Requirements:

• Strong academic background (MSc/PhD preferred) in Mathematics, Physics, Computer Science, Engineering, Financial Mathematics, or a related field.
• Solid experience as a Front Office Quantitative Analyst, preferably within exotic or structured product desks.
• Excellent programming skills in C# or C++; knowledge of Python for prototyping is a plus.
• Deep understanding of stochastic calculus, derivative pricing, and numerical methods (e.g., Monte Carlo simulation, PDE solvers, finite difference methods).
• Strong communication skills and a proven ability to operate effectively in a fast-paced trading floor environment.

Desirable:

• Exposure to equity, FX, or rates exotic products.
• Experience working with cross-asset quantitative libraries.
• Familiarity with market risk and regulatory frameworks (e.g., FRTB, XVAs) is advantageous.

This will be a 6 month rolling contract.