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 Opportunity

You 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 Responsibilities

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

Requirements

• Advanced degree (PhD/MSc) in Mathematics, Physics, Engineering, or a highly quantitative discipline
• Significant experience within equity derivatives modelling, ideally with a focus on exotics
• Strong understanding of:
  • Stochastic calculus, PDEs, and numerical methods
  • Volatility modelling (local vol, stochastic vol, hybrid models)
• Proficiency in Python and/or C++, with experience developing production‑quality code
• Proven ability to work closely with front‑office stakeholders in a trading environment

Desirable

• Experience with structured products (e.g. autocallables, barrier options, hybrids)
• Knowledge of XVA, risk modelling, or cross‑asset derivatives
• Prior leadership or mentoring experience at a senior level

Why Apply

• Senior, high‑impact role within a top‑tier global investment bank
• Direct engagement with front‑office trading and structuring teams
• Work on complex, high‑value exotic products
• Highly competitive compensation (base + bonus) with strong long‑term progression

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