Quantitative Analyst - Director (Equity Derivatives)

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Director, Quantitative Analyst (Equity Derivatives - Exotics)

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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\n

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\n
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• Develop and implement advanced pricing models for equity derivatives, with a focus on exotic structures
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• Enhance and maintain libraries for pricing, risk, and hedging of complex products
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• Partner directly with trading desks and structuring teams to deliver quantitative solutions
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• Analyse model performance, calibrate to market data, and ensure robust risk management frameworks
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• Contribute to the evolution of model architecture, analytics, and trading tools
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• Support model governance, validation, and regulatory requirements where applicable
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\nRequirements\n
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• Advanced degree (PhD/MSc) in Mathematics, Physics, Engineering, or a highly quantitative discipline
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• Significant experience within equity derivatives modelling, ideally with a focus on exotics
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• Strong understanding of: \n
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  • Stochastic calculus, PDEs, and numerical methods
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  • Volatility modelling (local vol, stochastic vol, hybrid models)
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• Proficiency in Python and/or C++, with experience developing production-quality code
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• Proven ability to work closely with Front Office stakeholders in a trading environment
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\nDesirable\n
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• Experience with structured products (eg autocallables, barrier options, hybrids)
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• Knowledge of XVA, risk modelling, or cross-asset derivatives
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• Prior leadership or mentoring experience at a senior level
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\nWhy Apply\n
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• Senior, high-impact role within a top-tier global investment bank
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• Direct engagement with Front Office trading and structuring teams
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• Work on complex, high-value exotic products
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• Highly competitive compensation (base + bonus) with strong long-term progression
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To find out more about Huxley, please visit our website

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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 | OC387148 England and Wales