Senior Quantitative Analyst

Statera Talent · London, England ·

Full-time
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Statera Talent is recruiting an experienced Quantitative Analyst on behalf of a market-leading Buy Side firm in London. The Opportunity You'll build the production valuation models the desk uses for official end-of-day valuation, implementing them directly in the Python pricing library.

You will work directly with senior stakeholders, including heads of trading, quantitative research and the CRO. Control is built into the models, rather than handed over to a separate model validation function. This role will suit a commercially minded quantitative analyst from asset management, energy trading or the sell side.

Key Responsibilities Build production valuation models implemented directly in the Python pricing library Deliver models used by the desk and for official end-of-day valuation Embed control and governance into model implementation Develop risk measures for non-linear and path-dependent trades Quantify and integrate model risk into valuation Required Experience VP/Director equivalent experience in a front office pricing or quantitative risk Deep understanding of options and structured products, including path-dependent payoffs Comfortable working directly with trading and senior risk leadership Commodities exposure advantageous but not required (FX / Rates backgrounds welcome) For a confidential discussion, please email or apply with your CV.

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