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Junior Quant, Equity Derivatives
Position Description The Equity Derivatives Junior Quant plays a key role in supporting the designing and innovating our Equity Derivative library, building resilient risk/pricing infrastructure in collaboration with IT and developing advanced tools for volatility fitting and dividend marking. The position supports daily trading applications, develops trading tools and collaborates with global teams.
Key Areas of Responsibilities Support Equity Derivatives D1 business for overseas offices. Build market and reference data pipelines, including ETL and storage solutions. Develop pricing tools and maintain daily risk and P&L analysis. Build trading tools and provide technical support to Equity Derivative sales teams overseas. Collaborate with global quantitative teams on the quant library and cross‑border quant projects. Design and innovate the Equity Derivative library and related components. Work with IT to build a resilient risk and pricing infrastructure. Support daily trading applications and resolve production issues arising from trading, risk, or operations.
Reasons to use Rodeo
I’m in my final year doing Economics and I don’t know whether to apply for grad schemes now or do a masters first. What do you think?
Honest answer — it depends on where you want to end up. A lot of top grad schemes (Big 4, civil service, banking) don’t need a masters. Let’s look at the ones you’d be competitive for now, and we can decide if a masters actually adds anything.
Also worth knowing: most autumn 2026 applications are open now. Timing matters more than you think.
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Graduate Consultant — 2026 Scheme
Why you're a good match
StrongYour economics background and your summer at a regional bank line up with what PwC looks for on the consulting scheme. Applications close in four weeks.
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Every day your agent scans the market matching roles against what actually matters to you, not just keywords on a CV.
Why you're a good match
You’ve got the grades and the economics background, and your bank internship is exactly the experience this scheme looks for. Apply soon — deadlines close within the month.
Experience fit
Your summer at the bank plus your econometrics coursework map directly to the day-one responsibilities on this scheme — client modelling, market briefings, and deal support.
Only hits
No noise. No "maybe this fits." Just roles with a clear explanation of why they're right — and where to focus when applying.
Requirements Master’s degree or above in Computer Science, Mathematics, Engineering, or a related discipline. Proven experience with large datasets, storage systems, ETL pipelines, and data analysis workflows. Strong Python (3.12+) skills with solid grounding in object‑oriented programming, design patterns, and modern Python tooling. Experience building Python‑based dashboards (for example Dash, Plotly, Streamlit, Panel, Bokeh). Hands‑on experience with Airflow or equivalent workflow orchestration tools. Strong understanding of software engineering fundamentals, including testing, version control, and documentation best practices. Familiarity with quantitative finance, trading systems, or research workflows. Experience with time series databases or working with financial data vendors. Ability to work in a fast‑paced environment and solve problems arising from trading, risk, and operations. Self‑motivated, detail oriented, and proactive. Fluent in spoken and written English.
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