Front Office Quant Developer, Equity Derivatives (AVP, VP)

  • Circa £125k base, plus Front Office bonus
  • London, England, United Kingdom
  • Permanent, Full time
  • Millar Associates
  • 17 May 19

Our client, a leading global investment bank, is looking to expand its front office quant strat team with the hire of an experienced C++ professional in London. Working on the trading floor, part of a global team, very closely aligned with revenue generation (Quantitative Index Strategy desk), you will maintain and develop cutting edge trading and multi asset risk management platforms. To be successful, you will need experience with Equity derivatives or other (E.g. Rates) pricing and modelling a passion for technology with accomplished C++.

Global Investment Bank, London
Front Office Equity Index Strategies Desk 
(e.g. Variance, volatility, Indices, modelling)

The Quant Strat team applies specialist methods from maths, science and engineering to advance the business.  The focus is derivative valuation and risk, automated trading and execution, data-driven decision-making, and pushing new areas of growth.


  • A top-tier MSc/PhD in a quantitative discipline (e.g. math, physics or engineering)
  • Commercial experience in Python, C++ or another OO environment
  • Experience with Equity derivatives pricing and modelling (e.g. Variance products, volatility indexes, dividend modelling)
  • You may have EITHER: a strong quant/derivative background willing to learn more about the complex technical architecture of a leading investment business.
  • OR: a very strong Developer background with a track record building and maintaining front office systems and some quant exposure willing to learn more about derivatives.
  • Proficient with a range of open source frameworks and development tools e.g. Numpy, Pandas, Pyramid, etc...
  • Knowledge of data structures and modern design patterns.