Our client, a leading global investment firm, is seeking a Vice President level Quantitative Analyst to join its Equity Derivatives Quantitative Analytics team. The successful candidate will focus on the development of pricing models, risk analytics, and quantitative infrastructure supporting a broad range of exotic equity derivatives and structured products.

Working closely with traders, structurers, and technology teams, this individual will play a key role in the design, implementation, and enhancement of front-office quantitative solutions used for pricing, hedging, and risk management. The role offers significant exposure to senior stakeholders and the opportunity to contribute to the continued evolution of the firm's derivatives analytics platform.

Responsibilities

• Develop, enhance, and maintain pricing models for exotic equity derivatives and structured products.
• Design, build, and maintain front-office quantitative libraries and pricing engines in C++.
• Partner directly with traders and structurers to support pricing, risk analysis, trade execution, and new product development.
• Research and implement quantitative models for volatility, correlation, and other complex risk factors impacting equity-linked derivatives.
• Develop and maintain calibration frameworks, valuation methodologies, and analytical tools used across the Equity Derivatives business.
• Deliver solutions supporting valuation, hedging, scenario analysis, and risk management.
• Collaborate with technology teams to integrate quantitative models into production trading and risk systems.
• Support model validation, testing, documentation, and governance initiatives.
• Drive strategic enhancements to the firm's quantitative analytics and pricing infrastructure.

Qualifications

• Master's or PhD in Mathematics, Physics, Financial Engineering, Computer Science, Engineering, or a related quantitative discipline.
• 5+ years of experience in a front-office quantitative role supporting Equity Derivatives trading.
• Strong understanding of derivatives pricing, stochastic processes, financial mathematics, and numerical methods.
• Expert-level C++ development skills with experience building production-grade pricing libraries and analytics platforms.
• Demonstrated experience developing and implementing pricing models for exotic equity derivatives and structured products, including products such as barrier options, autocallables, basket options, cliquet options, worst-of and best-of structures, volatility products, and other complex equity-linked derivatives.
• Experience working with local volatility, stochastic volatility, correlation models, and model calibration techniques.
• Strong knowledge of Monte Carlo simulation, finite difference methods, and other advanced numerical approaches.
• Proficiency in Python for quantitative research, prototyping, and analytics development.
• Proven ability to work closely with traders, structurers, and technology teams in a front-office environment.
• Excellent communication, problem-solving, and stakeholder management skills.