Huxley
Quantitative Analyst - Director (Equity Derivatives)
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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
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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
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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
To find out more about Huxley, please visit www.huxley.com
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
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