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Director - Quantitative Analyst (Equity Derivatives)
Location: London
Division: Front Office - Investment Banking
About the Role:
We are looking for an experienced Quantitative Analyst (Director level) to join a Investment Banking client within their Front Office - Equity Derivatives team. This is a high-impact role focused on developing and maintaining advanced pricing models for complex equity derivative products.
Key Responsibilities:
- Lead the design, development, and enhancement of pricing models for equity derivatives, including exotic structures.
- Implement robust calibration frameworks for volatility surfaces and correlation models.
- Partner with traders and structurers to deliver accurate pricing and risk analytics for products such as autocallables, cliquets, and other structured payoffs.
- Ensure model compliance with regulatory standards and internal governance.
- Drive innovation in modeling techniques and integration into production systems.
Required Skills & Experience:
- Advanced degree (Master's or PhD) in Mathematics, Physics, Engineering, or Quantitative Finance.
- Extensive experience in equity derivatives pricing, ideally within an investment banking front-office environment.
- Strong knowledge of exotic equity derivatives and structured products.
- Expertise in model calibration, stochastic modeling, and numerical methods.
- Proficiency in programming languages such as Python, C++, or similar.
- Excellent communication and leadership skills.
Preferred:
- Experience with Monte Carlo simulations, PDE solvers, and optimisation techniques.
- Familiarity with regulatory frameworks (e.g., FRTB, XVA).
Apply now to avoid disappointment.
To find out more about Huxley, please visit (url removed)
Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy | Registered office | 8 Bishopsgate, London, EC2N 4BQ, United Kingdom | Partnership Number | OC(phone number removed) England and Wales
