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 (eg, 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 modelling and Front Office environments

Knowledge of financial engineering and product structuring

Strong analytical and communication skills

High standards for model integrity and accuracy