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Quantitative Analyst - Equities, Model Validation, C++, Python

London, United Kingdom, £ £ 100000.00-120000.00 Annual Annual, Permanent


Quantitative Analyst - Equities, Model Validation, C++, Python, Monte Carlo, Stochastic Calculus

The Equities Risk Model Validation team are looking for a Quant Analyst to independently review exotic equity and commodity derivative models. This team is responsible for working with complex models used for valuation and management of the firm\'s trading positions from a market risk perspective. The team has high visibility across the business and there will be the expectation to deal closely with the Front Office Quants and Traders.

Not only will you get to work with complex models, but this role also provides the opportunity to work in an autonomous environment giving extension of your knowledge in both Equities products and Quantitative Analysis. A successful career in this team can lead to advancement into either the Front Office or across different asset classes as they actively encourage internal promotions.


  • Previous Working Experience In A Similar Quantitative Role
  • MSc Or PhD In A Quantitative Discipline
  • Proficiency Using C++ And/Or Python, and Experience In Implementing Complex Derivative Models Using Monte Carlo And/Or Partial Differential Equation Techniques
  • Excellent Written And Interpersonal Communication Skills - Equity Derivatives Product Knowledge (Preferably)
Cornwallis Elt is an Employment Agency and has been listed 3 times in The Sunday Times Virgin Fast Track 100 of the UKs fastest growing private companies, as well as in the Recruitment International Top 250, Top 50 in IT and the Recruiter Fast 50.

Job Details

Not Specified
London, United Kingdom
£ £ 100000.00-120000.00 Annual Annual