Quantitative Analyst (Equities and Equity Derivatives - VP)
Vice President - Quantitative Analyst (Equities and Equity Derivatives)Location: London Division: Front Office - Quantitative AnalyticsAbout the Role: We are seeking a highly skilled VP Quantitative Analyst to join our Investment Banking clients, front-office team. The ideal candidate will have deep expertise in Equities and Equity Derivatives, with a strong background in pricing models. This is an opportunity to work on cutting-edge quantitative solutions for complex products in a dynamic trading environment.Key Responsibilities:Develop and enhance pricing models for equity derivatives, including vanilla and exotic structures.Design and implement robust calibration frameworks for volatility surfaces and correlation models.Work closely with traders and structurers to support pricing and risk management of products such as autocallables, cliquets, and other structured payoffs.Optimise model performance and ensure compliance with regulatory standards.Collaborate with technology teams to integrate models into production systems.Required Skills and Experience:Strong academic background in Mathematics, Physics, Engineering, or Quantitative Finance (Master''s or PhD preferred).Proven experience in Equities and Equity Derivatives pricing and risk analytics.Expertise in exotic equity derivatives is highly desirable.Hands-on experience with autocallables, cliquets, and other structured products.Proficiency in model calibration techniques and stochastic modeling.Advanced programming s
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