Valuation Quantitative Analyst – London, UK

GFO-X

Job Description

The GFO-X Group is looking for a Valuation Quantitative Analyst to join its expanding London-based team. As a pioneer in regulated digital asset infrastructure, GFO-X operates the first FCA-authorized Multilateral Trading Facility (MTF) specifically for digital asset derivatives, with clearing provided by LCH DigitalAssetClear. This role is central to the integration of digital assets into the mainstream financial system, focusing on the rigorous valuation of instruments that power our central clearing counterparty and matching engines.

You will be responsible for the integrity of intraday and near-real-time valuation processes, ensuring that the quantitative computations and market data inputs are accurate and defensible. This involves sophisticated modeling of volatility surfaces, curve-fitting, and the development of derivative risk frameworks. Beyond daily operations, you will conduct deep-market research and data analysis to identify trends, contribute to analytical publications, and help refine pricing methodologies for both liquid and illiquid digital asset contracts.

Key Responsibilities:

  • Valuation Oversight: Lead and execute the end-of-day, intraday, and near-real-time valuation of digital asset derivatives.

  • Model Assessment: Critically evaluate the quantitative models and market inputs used in valuation engines.

  • Market Data Management: Supervise the ingestion of data from external exchanges and the calculation of proprietary indices.

  • Technical Refinement: Enhance interpolation, curve-fitting routines, and volatility surface modeling to ensure pricing accuracy.

  • Risk Collaboration: Work with cross-functional teams to develop and improve derivative risk models (VaR, Greeks, etc.).

  • Research & Analysis: Utilize internal market data to identify opportunities and produce research papers for stakeholders.

  • Stakeholder Interaction: Communicate complex quantitative findings to IT, management, compliance, and regulatory bodies.

Requirements:

  • Professional Experience: 5-7 years in a quantitative or data analytics position.

  • Academic Background: MSc or higher in a quantitative field, ideally focused on financial markets.

  • Technical Skills: Mastery of Python and SQL; Familiarity with software engineering best practices.

  • Theoretical Knowledge: Deep understanding of futures and options pricing, Greeks, and risk metrics (VaR, ES, liquidity/credit risk).

  • Adaptability: Proven ability to work under strict time constraints in a fast-paced, global crypto-focused environment.

  • Preferred: Knowledge of C/C++ and blockchain technologies; experience with machine learning libraries.


Job Data Table

Category Details
Company Name GFO-X
Location London, United Kingdom
Locality London (Global HQ)
Country United Kingdom
City London
Region Europe
Job Type Full-time
Salaries Competitive (Market-aligned)
Experience Level 5-7 Years
Travel Minimal
Language English
Benefits Competitive package, inclusive culture, career development

Skills & Competency Table

Key Skill Level
Python / Scripting Expert
Options Pricing & Greeks Expert
Volatility Surface Modeling Expert
Risk Metrics (VaR, ES) Advanced
SQL & Data Management Advanced
Financial Engineering Advanced

Salaries Pay Calculator Table

Annual Salary Bonus (Est.) Total Compensation Notes
£85,000 £15,000 £100,000 Entry-point for the 5y experience bracket in Digital Assets.
£110,000 £25,000 £135,000 Median for established quantities in FCA-regulated firms.
£135,000 £40,000+ £175,000+ Upper-tier for specialists with C++ or Blockchain skills.

Job Summary

This London-based role at GFO-X involves overseeing the near-real-time valuation of regulated digital asset derivatives. You will build volatility surfaces, refine curve-fitting routines, and support central clearing operations. Requires 5-7 years of experience, expert Python/SQL skills, and a deep understanding of options pricing and derivative risk frameworks.


5 FAQs

  • What asset class does GFO-X focus on? Regulated digital asset derivatives (crypto derivatives).

  • Is this a remote role? No, this position is based in GFO-X’s London office.

  • Who clears the contracts for GFO-X? All contracts are cleared via LCH DigitalAssetClear.

  • What programming languages ​​are essential? Python is essential; Knowledge of C/C++ is considered a significant plus.

  • Is crypto experience required? While not strictly mandatory, a strong motivation to work in a crypto-focused company is expected.


Expert Analysis

In 2026, the convergence of Traditional Finance (TradFi) and Digital Assets is the dominant trend in London. For a GFO-X Quant, the challenge is modeling volatility in an asset class that lacks the historical depth of equities. Success requires applying Standardized Risk Models (like VaR and ES) to the unique 24/7 liquidity profiles of crypto.


Location & Logistics Guide

GFO-X is located in London, the world’s leading hub for FCA-regulated financial infrastructure. The office serves as the bridge between the firm’s Hong Kong and Abu Dhabi operations. With its proximity to the City’s traditional clearing houses and fintech corridors, it offers a prime location for institutional-grade digital asset innovation. Wikipedia URL:https://en.wikipedia.org/wiki/London


Career Path

A Valuation Quantitative Analyst at GFO-X can progress to Head of Quantitative Research , Chief Risk Officer , or Director of Product Development . Given the regulated nature of the firm, this role also provides a direct path into high-level Regulatory Compliance or Clearing House Leadership within the digital asset ecosystem.

To apply for this job please visit uk.jooble.org.