Quantitative Analyst - Director (Equity Derivatives)

Director, Quantitative Analyst (Equity Derivatives - Exotics)

A leading global investment bank is seeking an experienced Director-level Quantitative Analyst to join its Equity Derivatives business, specialising in exotic products. This is a senior, front-office role with direct impact on pricing, modelling, and trading strategy.

The Opportunity

You will play a key role in developing and enhancing quantitative models for complex equity derivatives, working closely with traders, structurers, and technology teams. The position offers exposure to cutting-edge modelling challenges across exotic payoffs and structured products within a high-performing, global platform.

Key Responsibilities

• Develop and implement advanced pricing models for equity derivatives, with a focus on exotic structures

• Enhance and maintain libraries for pricing, risk, and hedging of complex products

• Partner directly with trading desks and structuring teams to deliver quantitative solutions

• Analyse model performance, calibrate to market data, and ensure robust risk management frameworks

• Contribute to the evolution of model architecture, analytics, and trading tools

• Support model governance, validation, and regulatory requirements where applicable

Requirements

• Advanced degree (PhD/MSc) in Mathematics, Physics, Engineering, or a highly quantitative discipline

• Significant experience within equity derivatives modelling, ideally with a focus on exotics

• Strong understanding of:

• Stochastic calculus, PDEs, and numerical methods

• Volatility modelling (local vol, stochastic vol, hybrid models)

• Proficiency in Python and/or C++, with experience developing production-quality code

• Proven ability to work closely with front-office stakeholders in a trading environment

Desirable

• Experience with structured products (e.g. autocallables, barrier options, hybrids)

• Knowledge of XVA, risk modelling, or cross-asset derivatives

• Prior leadership or mentoring experience at a senior level

Why Apply

• Senior, high-impact role within a top-tier global investment bank

• Direct engagement with front-office trading and structuring teams

• Work on complex, high-value exotic products

• Highly competitive compensation (base + bonus) with strong long-term progression

To find out more about Huxley, please visit (url removed)

Huxley, a trading division of SThree Partnership LLP is acting as an Employment Business in relation to this vacancy Registered office 8 Bishopsgate, London, EC2N 4BQ, United Kingdom Partnership Number OC(phone number removed) England and Wales