Senior Quantitative Analyst

E1 EDF Trading Ltd

Full time Mathematical Science Occupations
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Location
London, England, United Kingdom
Posted
July 21, 2026

Job Description

Description

The Quantitative Analysis team is responsible for the research and implementation of models for derivatives pricing and market analysis. Core deliverables are a C++ library and Python services for pricing, risk calculation, and parameter estimation and calibration. The team partners with trading, structuring, and commercial teams to recommend and develop new models, and identify and implement enhancements to existing models. The team works closely with Quantitative Development and Quant Risk to ensure that models are efficiently implemented, tested, and well documented.

Core Responsibilities

  • Partner with trading and structuring to gather requirements for new derivatives models
  • Undertake research and development for new models and upgrades to existing models
  • Backtest models to provide insights on model behaviour and suggest strategies for trading
  • Calibration/estimation of model parameters, working with devel...