Quantitative Analyst – Director (Equity Derivatives)

Overview

As Director, you will lead advanced quantitative work in equity derivatives with a focus on exotic payoffs. You will partner with traders, structurers, and tech teams to develop pricing models, calibrate to market data, and support risk and governance. The role sits at the frontier of modelling across exotic products within a global platform, offering high-impact decisions and close-front-office interaction. You will shape model architecture and analytics to drive pricing accuracy and trading strategies.

Pay / Benefits

• base + bonus compensation
• long-term progression
• senior, high-impact role
• direct engagement with front-office teams

Responsibilities

• Develop and implement advanced pricing models for exotic equity derivatives
• Enhance and maintain pricing, risk, and hedging libraries for complex products
• Collaborate with trading desks and structuring teams to deliver quantitative solutions
• Analyze model performance, calibrate to market data, ensure robust risk management
• Contribute to evolution of model architecture, analytics, and trading tools
• Support model governance, validation, and regulatory requirements where applicable

Key requirements

• Advanced degree (PhD/MSc) in a quantitative discipline
• Significant experience in equity derivatives modelling, especially exotics
• Strong understanding of stochastic calculus, PDEs, and numerical methods
• Volatility modelling expertise (local, stochastic, hybrid)
• Proficiency in Python and/or C++, with production-quality code experience
• Proven ability to collaborate with front-office stakeholders in a trading environment

• Collaborative mindset
• Strong communication with cross-functional teams
• Stakeholder management
• Stochastic calculus
• PDEs
• Numerical methods

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