Contract Equity Modelling Quant - London - Inside IR35

Job description

Equity Modelling Quant - Inside IR35Location: 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. ResponsibilitiesDevelop and enhance equity models and analyticsImprove volatility surface construction, calibration and related analyticsPartner closely with portfolio managers, traders and quantitative teamsBuild robust, scalable production solutions in C++ and PythonContribute to the ongoing development of a large-scale quantitative analytics platformRequirementsStrong background in equity modellingExperience with volatility modelling and vol surfacesExcellent C++ development skillsStrong Python programming abilityExperience delivering quantitative analytics in production environmentsAbility to operate effectively in a front office, investment-driven environmentNice to HaveEquity exotics experienceCommodities modelling experienceC# experienceBuy-side or hedge fund experienceWhat'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.