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Quantitative Analyst – Equity Derivatives/Volatility; C++ | Python | Front Office
Job in
Greater London, London, Greater London, W1B, England, UK
Listed on 2026-04-18
Listing for:
NP Group
Full Time
position Listed on 2026-04-18
Job specializations:
-
Finance & Banking
Banking Analyst, FinTech
Job Description & How to Apply Below
Location: Greater London
Quantitative Analyst – Equity Derivatives / Volatility (C++ | Python | Front Office)
Leading Hedge Fund | London
Compensation:
Highly competitive
We are hiring a front-office Quantitative Analyst focused on equity derivatives and volatility modelling within a leading global macro hedge fund.
This role is centred on building and owning pricing models used directly by traders — not research or prototyping.
Key focus- Build and maintain volatility surfaces and calibration frameworks
- Develop C++ pricing models for options and derivatives
- Use Python for analysis, tooling, and model validation
- Work closely with traders on pricing, hedging and risk
- Support volatility trading strategies and relative value opportunities
- Hands‑on experience building equity derivatives pricing models
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