We are working with a leading global markets business looking to hire a Quantitative Analyst to join a front-office aligned team supporting the pricing, risk management, and quantitative analytics of complex Equity Exotics and Autocallable products.
The role sits at the intersection of Trading, Quantitative Research, and Risk Analytics, with responsibility for pricing integrity, model calibration, valuation methodologies, and lifecycle analytics across a complex structured products portfolio.
This is a highly technical role suited to candidates with strong derivatives modelling expertise, deep understanding of structured equity products, and hands-on experience working closely with trading desks.
Responsibilities
Pricing & Quantitative Analytics
* Develop and enhance pricing and analytics frameworks for Equity Exotics and Autocallable products.
* Perform detailed analysis of daily P&L and risk sensitivities across structured equity portfolios.
* Investigate valuation discrepancies, pricing behaviour, and complex risk exposures across exotic structures.
* Partner closely with Trading and Quantitative Research teams on pricing methodologies and valuation approaches.
Model Calibration & Risk Modelling
* Build and maintain calibration frameworks for volatility surfaces, correlation assumptions, dividend curves, and other structured product model inputs.
* Analyse model behaviour, parameter sensitivities, and hedging impacts under varying market conditions.
* Support implementation and enhancement of pricing models for complex path-dependent and callable products.
* Contribute to quantitative tooling and analytics infrastructure using Python and related technologies.
Structured Products & Lifecycle Analysis
* Monitor and analyse lifecycle events associated with autocallable and structured products, including barriers, coupon events, and callable features.
* Ensure pricing and risk analytics accurately reflect evolving product behaviour and market dynamics.
* Work closely with Trading, Technology, and Quant teams to improve automation, controls, and analytical capabilities.
Cross-Functional Collaboration
* Act as a key quantitative partner to Trading, Risk, and Technology teams.
* Communicate complex quantitative concepts and pricing dynamics clearly to both technical and non-technical stakeholders.
* Support ongoing enhancement of pricing infrastructure, analytics frameworks, and quantitative processes.
Requirements
* Advanced degree in Mathematics, Physics, Engineering, Quantitative Finance, or a related quantitative discipline.
* Strong experience within Equity Derivatives, Equity Exotics, Structured Products, or Autocallables.
* Strong understanding of derivatives pricing, volatility modelling, Greeks, and structured product risk dynamics.
* Experience working with volatility surfaces, correlation modelling, calibration techniques, and pricing methodologies for exotic derivatives.
* Strong Python programming skills; experience with C++ or other quantitative development languages beneficial.
* Experience working closely with Front Office Trading or Quantitative Research teams.
* Excellent analytical and problem-solving skills with strong attention to detail.
* Ability to operate effectively in a fast-paced front-office environment.
Preferred Backgrounds
The team is particularly interested in candidates currently working in:
* Equity Exotics Quant / Desk Quant teams
* Front Office Quantitative Analytics
* Equity Derivatives Strats
* Structured Equity Quantitative Research
* Exotics Pricing Analytics
Experience supporting Autocallables, Phoenix products, barrier options, worst-of structures, or structured equity notes would be highly advantageous.