Equity Modelling Quant - Inside IR35

Location: London (4 days onsite)
Rate: £1,000+ per day (Umbrella)

We're working with a leading alternative investment and technology platform on the appointment of an experienced Equity Modelling Quant.

This role sits within a highly technical, front office-facing team focused on enhancing existing equity analytics and volatility modelling capabilities used by investment professionals.

Responsibilities

• Develop and enhance equity models and analytics
• Improve volatility surface construction, calibration and related analytics
• Partner closely with portfolio managers, traders and quantitative teams
• Build robust, scalable production solutions in C++ and Python
• Contribute to the ongoing development of a large-scale quantitative analytics platform

Requirements

• Strong background in equity modelling
• Experience with volatility modelling and vol surfaces
• Excellent C++ development skills
• Strong Python programming ability
• Experience delivering quantitative analytics in production environments
• Ability to operate effectively in a front office, investment-driven environment

Nice to Have

• Equity exotics experience
• Commodities modelling experience
• C# experience
• Buy-side or hedge fund experience

What's Different About This Role?

The team is specifically looking for a genuine modeller who can combine strong quantitative expertise with high-quality software engineering skills.

The challenge for the hiring team is finding individuals with both the modelling depth and engineering capability to thrive in a highly technical front office environment.

To find out more, please get in touch with your latest CV for a confidential discussion.