Equities Quant Analyst

£800-900pd Inside IR35

4 days on site in London

Initial 6 months

emagine is a high-end professional services consultancy and solutions firm specialising in providing business and technology services to the financial services sector, we power progress, solve challenges and deliver real results through tailored high-end consulting services and solutions.

We have created a culture of openness and integrity by building genuine and strong relationships and partnerships, enabling us to be uncompromising in our dedication in delivering the optimal service for our clients. Our commitment is not just towards our clients but we aim to foster a positive and equitable working environment with our consultants and colleagues which stems from our core values: Confident, Dedicated, Responsible, Genuine.

We are seeking a highly skilled Equities Quant Analyst to join a leading quantitative trading and portfolio management environment. This is a hands-on role focused on equity derivatives analytics, volatility modelling, and front-office support, working closely with traders and technology teams to enhance and maintain a sophisticated in-house analytics platform.

This position offers the opportunity to work on complex quantitative modelling challenges within a high-performance trading environment, contributing directly to the evolution of core pricing and risk analytics used by investment professionals.

Key Responsibilities

• Own and support equities analytics across a sophisticated trading and portfolio management platform.

• Work directly with front-office stakeholders, including traders, to understand and address quantitative requirements.

• Investigate and resolve data, model, and analytics issues as part of ongoing production support.

• Enhance and extend existing quantitative models and analytics libraries.

• Develop and implement improvements to equity volatility surface models, including handling instruments with varying option expiries.

• Participate in discussions with business and technical stakeholders, clearly communicating quantitative concepts and solutions.

• Contribute to the ongoing development of proprietary analytics and modelling frameworks.

Technical RequirementsEssential Quantitative Experience

• Deep understanding of equity volatility surface modelling.

• Experience working with:

  • Variance swaps

  • Volatility swaps

  • Equity futures

  • Dividend futures

  • Hybrid equity/interest rate derivatives

• Strong knowledge of volatility modelling methodologies and surface construction techniques.

• Experience working with production quantitative models in a front-office environment

• Strong C++ development skills.

• Proven ability to read, maintain and enhance large existing C++ codebases.

• Python development experience.

Consultant Profile

We are looking for a genuine front-office quantitative modeller with a strong blend of mathematical, modelling and software engineering skills.

Ideal candidates will have:

• Experience gained within a hedge fund, asset manager, proprietary trading firm, or investment bank.

• A track record of building and supporting production quantitative models.

• Strong understanding of equity derivatives and volatility products.

• Excellent communication skills with the ability to engage directly with traders and senior stakeholders.

• A proactive, independent approach to problem-solving.

• The ability to operate effectively within a highly confidential and intellectual property-sensitive environment.

Interested?

At emagine, we are committed to building an international and diverse team by embracing our different backgrounds.

If you are up to the challenge and would like to find out more, get in touch with us immediately, our internal recruitment team is always keen to hear from dynamic individuals that are looking to further their career and explore their full potential. 

“emagine is an equal opportunity employer, and employment practices are based strictly on merit. It is the policy of the Company to give equal opportunity in employment regardless of sex, sexual orientation, marital status, race, age, disability, gender reassignment, pregnancy and maternity, religion or ethnic origin”