Exotic Equity Derivatives Quantitative Analyst

About the role

Develop and optimize pricing models, numerical methods, risk frameworks, and hedging strategies for equity exotic derivatives, especially autocallables, barrier options, and multi-asset structures. Provide real-time support to the trading desk and work with quantitative developers to deploy performant analytics in production C++ and Python libraries. Requires front-office equity derivatives or structured-products experience, deep expertise in pricing and risk-managing equity exotics—particularly autocallables—and a strong foundation in quantitative finance and numerical methods. Candidates must have advanced production-grade C++ and Python skills and a master's degree or PhD in a quantitative discipline.