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 methodsVolatility modelling (local vol, stochastic vol, hybrid models)Proficiency in Python and/or C++, with experience developing production-quality codeProven ability to work closely with front-office stakeholders in a trading environmentDesirableExperience with structured products (e.g. autocallables, barrier options, hybrids)Knowledge of XVA, risk modelling, or cross-asset derivativesPrior leadership or mentoring experience at a senior levelWhy ApplySenior, high-impact role within a top-tier global investment bankDirect engagement with front-office trading and structuring teamsWork on complex, high-value exotic productsHighly competitive compensation (base + bonus) with strong long-term progressionTo 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 | OC387148 England and Wales