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 and other complex structures. Provide real-time quantitative support to the trading desk and work with quantitative developers to deploy performant analytics in production C++ and Python libraries. Candidates need front-office equity derivatives or structured products experience, deep expertise in autocallables and exotic product pricing and risk, and a strong foundation in quantitative finance and numerical methods. Advanced production-grade C++ and Python skills and a master's degree or PhD in a quantitative discipline are required.