Pricing Quant
£120,000 - £150,000 basic salary
3 days onsite, 2 days wfh
City of London
I’m currently working with a high-performing, tech-driven trading firm to help them identify an exceptional Pricing Quant to join their growing quantitative trading team.
This role offers the chance to lead the development of advanced pricing models that support systematic trading and market making. We're looking for someone with deep technical expertise and strong trading instincts, eager to drive impactful research and model innovation.
What You’ll Be Doing:
Research & Model Development
Develop and optimise OTC pricing models using statistical analysis, addressing inefficiencies, and collaborating to bring research into production, while staying current with industry advancements.
Trading Efficiency
Monitor and refine pricing models in real time, improve pricing algorithms, integrate models into trading strategies, and provide insights on market dynamics and anomalies.
Risk & Validation
Develop calibration and validation frameworks, stress test models across market scenarios, and collaborate with risk teams to set appropriate risk parameters.
Collaboration & Communication
Collaborate with engineering on model deployment, report performance to leadership, mentor junior quants, and communicate complex ideas to non-technical audiences.
What We’re Looking For:
Background & Experience
- Degree in a quantitative discipline (Math, Physics, Stats, CS, Engineering, etc.)
- 2+ years’ experience in quantitative trading or pricing
- Proven track record in developing pricing models
- Experience in multiple asset classes, with expertise in at least one
- Solid understanding of derivatives pricing theory
Technical Strengths
- Proficient in Python, C++, or R
- Strong knowledge of statistics, numerical methods, and optimization
- Understanding of market microstructure
- Experience with large datasets and high-performance computing
Interested? Email your cv to lucia.paolinelli@harringtonstarr.com
Pricing Quant
£120,000 - £150,000 basic salary
3 days onsite, 2 days wfh
City of London
I’m currently working with a high-performing, tech-driven trading firm to help them identify an exceptional Pricing Quant to join their growing quantitative trading team.
This role offers the chance to lead the development of advanced pricing models that support systematic trading and market making. We're looking for someone with deep technical expertise and strong trading instincts, eager to drive impactful research and model innovation.
What You’ll Be Doing:
Research & Model Development
Develop and optimise OTC pricing models using statistical analysis, addressing inefficiencies, and collaborating to bring research into production, while staying current with industry advancements.
Trading Efficiency
Monitor and refine pricing models in real time, improve pricing algorithms, integrate models into trading strategies, and provide insights on market dynamics and anomalies.
Risk & Validation
Develop calibration and validation frameworks, stress test models across market scenarios, and collaborate with risk teams to set appropriate risk parameters.
Collaboration & Communication
Collaborate with engineering on model deployment, report performance to leadership, mentor junior quants, and communicate complex ideas to non-technical audiences.
What We’re Looking For:
Background & Experience
- Degree in a quantitative discipline (Math, Physics, Stats, CS, Engineering, etc.)
- 2+ years’ experience in quantitative trading or pricing
- Proven track record in developing pricing models
- Experience in multiple asset classes, with expertise in at least one
- Solid understanding of derivatives pricing theory
Technical Strengths
- Proficient in Python, C++, or R
- Strong knowledge of statistics, numerical methods, and optimization
- Understanding of market microstructure
- Experience with large datasets and high-performance computing
Interested? Email your cv to lucia.paolinelli@harringtonstarr.com
