Quant Analyst - 6 months - Inside IR35 - Hybrid in London

We are seeking an experienced Quantitative Analyst to lead the enhancement and deployment of internal risk models within the QA Equity & Hybrid Products team. You will be responsible for developing robust, production-grade models used in Credit Valuation Adjustment (CVA) for complex derivatives sensitive to implied volatility dynamics.

This is a hybrid role based in London, offering the opportunity to work at the intersection of quantitative finance, model development, and Front Office strategy, in collaboration with cross-functional teams including Technology, Model Validation, and Trading.

Key Responsibilities:

• Develop, test, and enhance internal risk models used for CVA calculations, with a focus on products sensitive to implied volatility (eg Corridor Variance Swaps).
• Collaborate with QA Equity & Hybrid Products, Front Office, Technology, and Model Validation teams to ensure model accuracy and deployment.
• Maintain high standards in model documentation, compliance, and risk governance.
• Translate complex mathematical concepts into robust, production-level code in C++ and Python.
• Ensure risk model performance, robustness, and alignment with Front Office trading strategies.

What you will Ideally Bring:

• Strong expertise in C++ (ideally in a shared library context) and solid Python programming.
• In-depth knowledge of financial mathematics, derivatives modelling, and structured products.
• Experience working in Front Office or quantitative risk model development roles.
• Excellent communication skills, able to present complex models clearly to diverse stakeholders.

Contract Details:

• Duration: 6 months
• Daily Rate: Up to £650 Per Day (Inside IR35)
• Location: 2x Per Week in London

Quant Analyst - 6 months - Inside IR35 - Hybrid in London