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VP Quantitative Analyst

Anson McCadeLondon🇬🇧United KingdomPosted 31 Aug 2026

Why This Role Stands Out

This VP Quantitative Analyst role offers a fantastic opportunity to shape strategic analytics libraries and develop novel risk management tools, collaborating directly with trading desks. If you possess strong quantitative modeling skills in C++ and Python, with experience in interest rate derivatives, you'll thrive in this impactful, on-site London position offering a competitive salary of £120,000 - £180,000 plus bonuses. Apply now to join a leading financial institution and advance your career in a dynamic environment.

Quick Overview

Salary
£120k - £180k/yr
Seniority
Leader
Employment type
Full Time
Work mode
On Site
Location
London, United Kingdom
Posted
1 week ago
C++Python

Job Description

££120,000 - £ 180,000 GBP

+ Bonuses

Onsite WORKING

Location: Central London, Greater London - United Kingdom Type: Permanent

VP Rates Options Quantitative Analyst - London

Team/Role Overview:

Our client is seeking an Interest Rate Derivatives Option Quant. Successful candidates will become a key contributor to the development of their strategic Interest Rate analytics library, which is essential for supporting pricing and risk management activities across the business. Your work will involve close collaboration with the trading desks to develop novel risk management and market making tools.

What You'll Do:
  • Develop and enhance analytics libraries used for pricing and risk management of Interest Rate Derivatives.
  • Create, implement, and support quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools. This includes advanced calculus, Python and C++.
  • Develop sophisticated pricing models using advanced numerical techniques for valuation, such as Monte Carlo Methods and partial differential equation solvers.
  • Collaborate closely with Traders, Structurers, and technology professionals to deliver effective solutions.
Desirable Experience:
  • Experience in a comparable quantitative modelling or analytics role, ideally within the financial sector.
  • Experience with standard rates models (SABR, HJM) and products (Swaptions and CMS Caps).
  • Excellent technical/programming skills in C++ and Python.
  • Proficiency in statistics and probability-based calculations, including using probability theory to evaluate risks, solve analytical equations, and design numerical schemes for complex financial instruments.
  • Strong understanding of software design and principles.
  • Consistently demonstrates clear and concise written and verbal communication skills.
  • Master's or PhD degree in a relevant quantitative subject.

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