Pricing / Derivatives Quant

Pricing Quants work in the most mathematically intense area of quantitative finance. They develop models to price financial derivatives — options, swaps, structured products — using stochastic calculus, partial differential equations, and numerical methods. This is the original "quant" role, pioneered by Black, Scholes, and Merton. While the field has evolved enormously, the core challenge remains: how do you assign a fair price to an instrument whose payoff depends on future uncertainty? Pricing quants answer this using a combination of elegant mathematics and brute-force computation.