Quantitative Analyst - Director; Equity Derivatives

Position: Quantitative Analyst - Director (Equity Derivatives)
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

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