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Convertible Bond Risk Quant VP – Equity Derivatives
Job in
City of Westminster, Central London, Greater London, England, UK
Listed on 2026-01-02
Listing for:
LevelUP HCS
Full Time
position Listed on 2026-01-02
Job specializations:
-
Finance & Banking
Financial Consultant, Data Scientist
Job Description & How to Apply Below
A major global investment bank is seeking an experienced Equity Risk Quant to enhance risk analytics for convertible bonds as part of their Equity Risk Analytics team. The successful candidate will lead the implementation of advanced risk solutions, requiring a Master's or PhD in relevant fields and at least 3 years of hands-on experience in risk quant positions. Strong Python skills and deep knowledge of equity derivatives are essential.
This position offers a unique opportunity to make a significant impact in a high-performing environment.
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