Senior Quantitative Analyst – Exotics (Autocallables & Structured Equity)
Overview
A leading global hedge fund is looking to hire a Senior Quantitative Analyst to build and scale its exotics pricing capability, with a particular focus on autocallables and structured equity derivatives.
This is a high‑impact, front‑office aligned role where you will operate as a strategic partner to trading. You will combine deep quantitative expertise with production engineering to enhance pricing, risk, and model infrastructure across a growing structured products platform.
Role Responsibilities
* Lead the development and enhancement of pricing models for autocallables and complex path‑dependent exotics
* Drive advances in model frameworks including local/stochastic volatility, correlation, and hybrid approaches
* Design robust calibration processes, scenario analysis, and P&L attribution frameworks
* Partner closely with Trading to support structured products growth and improve risk‑taking decisions
* Conduct deep historical backtesting to inform model development and trading strategy
* Build and maintain production‑grade pricing libraries in C++, alongside research tooling in Python
* Implement advanced numerical methods (Monte Carlo, PDEs, adjoint techniques, tree methods)
* Mentor junior quants and elevate modelling standards across the team
* Contribute to model governance, validation, and best‑in‑class quantitative practices
Requirements
* 8–15+ years’ experience within a Tier 1 investment bank or leading quantitative trading environment
* PhD or MSc in Mathematics, Physics, Financial Engineering, or a related quantitative discipline
* Strong grounding in stochastic calculus and numerical methods
* Autocallable pricing, hedging, and risk management
* Multi‑asset and correlation modelling
* Volatility surface construction and calibration
* Monte Carlo simulation and PDE‑based methods
* Strong experience working directly with trading desks in a high‑performance, front‑office setting
* Proven track record in model validation, governance, and risk frameworks
* Exceptional problem‑solving ability with strong commercial judgement
For more information contact:
Graham Murphy –
Thomas Hennelly –