Junior Quant Analyst Modelling

Overview

In this role you will contribute to quantitative modelling for an exchange-backed pricing platform, supporting the development of new pricing products and strategies. You’ll work across cross‑functional teams, including R&D, to implement models in a high‑impact environment. You will engage with a major exchange and deliver pricing and valuation expertise to funds and banks. This is a people‑oriented, London‑based role at a firm known for strong pricing consultancy and a collaborative culture.

Responsibilities

• Develop modelling solutions for the exchange
• Lead new product development and strategy (internal and with the exchange)
• Act as SME on pricing and valuations
• Collaborate with Research and Development in product management
• Engage with a major exchange on pricing initiatives

Key requirements

• PhD in Mathematics, Statistics, Physics or Engineering
• 1 year commercial experience in finance
• Experience in finance modelling and derivatives
• strong collaboration and team fit
• effective communication with cross‑functional teams
• problem‑solver mindset
• Stochastic calculus
• Stochastic processes
• C++

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