Quantitative Analyst - Exotic Derivatives Strat

Role: Exotic Derivatives Strat / Quantitative Analyst

Primary Responsibilities:

- Strategists partner with traders and sales to drive revenue generation, focusing on quantitative modeling, risk analysis, and innovative product structuring. For the Exotic Derivatives team, the role emphasizes:

- Building cutting-edge tools for trading and risk management of equity derivatives.

- Implementing stochastic processes to value exotic hybrid securities and maintaining model libraries.

- Conducting analysis on complex trades to assess optimal pricing methods.

- Managing and analyzing risks of existing positions in the trading book.

- Developing automation solutions for pricing, booking, and risk management.

- Enhancing hedging infrastructure and tooling for exotics trading.

- Collaborating with global teams (Europe & New York) for cross-regional initiatives.

Skills & Qualifications (Essential):

- Advanced degree in a quantitative discipline (Engineering, Applied Mathematics, Physics, Software Engineering, etc.).

- Strong quantitative and mathematical foundation with knowledge of Exotic Derivative models a strong plus.

- Excellent programming skills in object-oriented languages (Java/Python/C++), ideally within a front-office environment.

Solid knowledge of:

- Probability

- Numerical Analysis

- Stochastic Calculus

- Approximation Theory

- Partial Differential Equations

- Strong communication skills (written & verbal English).

- Self-motivation, drive, and ability to thrive in a fast-paced, team-oriented environment.