Quantitative Analyst - Director (Equity Derivatives)
Director, Quantitative Analyst (Equity Derivatives - Exotics)A leading global investment bank is seeking an experienced Director-level Quantitative Analyst to join its Equity Derivatives business, specialising in exotic products. This is a senior, Front Office role with direct impact on pricing, modelling, and trading strategy.The OpportunityYou will play a key role in developing and enhancing quantitative models for complex equity derivatives, working closely with traders, structurers, and technology teams. The position offers exposure to cutting-edge modelling challenges across exotic payoffs and structured products within a high-performing, global platform.Key ResponsibilitiesDevelop and implement advanced pricing models for equity derivatives, with a focus on exotic structuresEnhance and maintain libraries for pricing, risk, and hedging of complex productsPartner directly with trading desks and structuring teams to deliver quantitative solutionsAnalyse model performance, calibrate to market data, and ensure robust risk management frameworksContribute to the evolution of model architecture, analytics, and trading toolsSupport model governance, validation, and regulatory requirements where applicableRequirementsAdvanced degree (PhD/MSc) in Mathematics, Physics, Engineering, or a highly quantitative disciplineSignificant experience within equity derivatives modelling, ideally with a focus on exoticsStrong understanding of: Stochastic calculus, PDEs, and numerical ..... full job details .....
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