Quantitative Analyst - Director (Equity Derivatives)

Quantitative Analyst - Director (Equity Derivatives) 2 days ago Be among the first 25 applicants This range is provided by Huxley. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more. Base pay range 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 an 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. #J-18808-Ljbffr