Equity Portfolio Pricing & Valuations

Overview

In London, you will own the end-to-end valuation of equity autocallable products, ensuring accurate daily P&L and robust model governance. You work at the crossroads of trading, risk and quantitative analytics to deliver transparent P&L explanations and maintain calibration standards. The role supports fair value processes and risk controls through precise pricing, lifecycle monitoring and model validation. This position offers an opportunity to shape pricing discipline within a structured products portfolio and collaborate with multiple functional teams.

Responsibilities

• Own end-of-day valuation and P&L production for equity autocallable products
• Provide clear P&L attribution decomposing market moves, activity, and other factors
• Calibrate models and reserve parameters to observable market data and maintain documentation
• Support testing, validation and rollout of pricing models, and post model reserves per risk policies
• Monitor valuations vs counterparty marks, investigate differences, support fair value and dispute resolution
• Design and enhance controls tracking lifecycle events (coupon payments, barriers, calls) to reflect positions and P&L accurately

Key requirements

• Advanced degree in a quantitative discipline (or equivalent) with 3+ years in equity derivatives or structured products
• Deep knowledge of equity derivatives, Greeks, and valuation methodologies for structured products and exotics
• Strong coding skills (Python, C++ or similar) and ability to work with large datasets and automation tools
• Highly detail-oriented with ownership, rigor, and accountability in pricing, controls and documentation
• Collaborative team player with strong communication, able to partner with trading, risk, technology, and operations

• collaborative
• strong communication
• ownership and accountability
• Python
• C++
• equity derivatives pricing

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