Senior Quantitative Analyst

Senior Quantitative Analyst – Exotics (Autocallables & Structured Equity)

Overview

A leading global hedge fund is looking to hire a Senior Quantitative Analyst to build and scale its exotics pricing capability, with a particular focus on autocallables and structured equity derivatives.

This is a high‑impact, front‑office aligned role where you will operate as a strategic partner to trading. You will combine deep quantitative expertise with production engineering to enhance pricing, risk, and model infrastructure across a growing structured products platform.

Role Responsibilities

• Lead the development and enhancement of pricing models for autocallables and complex path‑dependent exotics
• Drive advances in model frameworks including local/stochastic volatility, correlation, and hybrid approaches
• Design robust calibration processes, scenario analysis, and P&L attribution frameworks
• Partner closely with Trading to support structured products growth and improve risk‑taking decisions
• Conduct deep historical backtesting to inform model development and trading strategy
• Build and maintain production‑grade pricing libraries in C++, alongside research tooling in Python
• Implement advanced numerical methods (Monte Carlo, PDEs, adjoint techniques, tree methods)
• Mentor junior quants and elevate modelling standards across the team
• Contribute to model governance, validation, and best‑in‑class quantitative practices

Requirements

• 8–15+ years’ experience within a Tier 1 investment bank or leading quantitative trading environment
• PhD or MSc in Mathematics, Physics, Financial Engineering, or a related quantitative discipline
• Strong grounding in stochastic calculus and numerical methods
• Autocallable pricing, hedging, and risk management
• Multi‑asset and correlation modelling
• Volatility surface construction and calibration
• Monte Carlo simulation and PDE‑based methods
• Strong experience working directly with trading desks in a high‑performance, front‑office setting
• Proven track record in model validation, governance, and risk frameworks
• Exceptional problem‑solving ability with strong commercial judgement

For more information contact:

Graham Murphy – graham@pointonetalent.com

Thomas Hennelly – thomas@pointonetalent.com

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