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Quantitative Engineer – Structured Products

Ref #: 95
Location: UK
Salary: Highly Competitive
Type: Permanent

Platinum & Partners is proud to be working with a leading global investment platform at the forefront of innovation in structured products and quantitative investment solutions. As part of their continued growth, we are seeking a talented and commercially minded Quantitative Engineer to support structuring, pricing and model development across multi-asset structured products.

This is a front-office quant opportunity—ideal for individuals with a strong technical foundation who are looking to work closely with trading, sales and structuring teams on delivering cutting-edge investment solutions.


The Opportunity

  • Join a dynamic quant and structuring desk supporting cross-asset products, including equity, rates, credit, commodities and FX-linked notes.

  • Build and refine pricing libraries, risk engines and product analytics tools.

  • Be involved in the entire product lifecycle—from idea generation and modelling to trade execution and performance analysis.

  • Collaborate closely with senior structurers and quants across global desks.


Key Responsibilities

  • Design, implement and maintain pricing models and analytics tools for structured products.

  • Work with structuring teams to deliver customised investment solutions for institutional and private clients.

  • Enhance and automate existing pricing libraries (e.g., Monte Carlo, trees, finite difference methods).

  • Support real-time and end-of-day risk calculations, sensitivity analyses and scenario testing.

  • Contribute to model validation, regulatory reviews and internal approval processes.


What We’re Looking For

  • 4–6 years of experience as a Quantitative Analyst/Engineer in structured products, derivatives pricing, or financial engineering.

  • Strong academic background (MSc/PhD) in Quantitative Finance, Mathematics, Physics, Computer Science, or Engineering.

  • Proficiency in Python, C++, or other quantitative programming languages; experience with QuantLib or similar frameworks is a plus.

  • Deep understanding of derivatives pricing models, stochastic calculus and numerical methods.

  • Strong communication skills, with the ability to work cross-functionally with sales, trading and risk teams.

  • Experience in equity, credit, rates, or FX structuring is highly desirable.


Why Join?

  • Exposure to a broad spectrum of structured products across global markets.

  • High-impact role within a collaborative, innovation-driven team.

  • Competitive base salary, strong bonus potential and long-term career progression.

  • Opportunity to work on both client-driven solutions and quantitative R&D initiatives.


Apply Now or Speak to Us Confidentially
We welcome applications from experienced financial engineers and quant strategists looking to take their career to the next level.

 

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