Quantitative Analyst - Director (Equity Derivatives)

Location: London
Division: Front Office - Investment Banking

About the Role:
We are looking for an experienced Quantitative Analyst (Director level) to join a 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 modelling 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 modelling, 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 (eg, FRTB, XVA).

Apply now to avoid disappointment.

To find out more about Huxley, please visit our website

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