Description:
Currently Must be working as Vice President / Director
Industry: Investment Banking Equity Derivatives
Role Overview
We are seeking an experienced and highly motivated Senior Equity Derivatives Quant / Structured Products Specialist to join our team. The ideal candidate will bring deep expertise in equity derivatives, structured products, and quantitative modeling, along with strong programming capabilities. This role will play a key part in the development and enhancement of our vanilla and structured products platform, from product modelling to pricing, order management, and lifecycle events.
Key Responsibilities:
- Contribute to the development and enhancement of vanilla and structured equity derivatives platforms
- Drive product modelling, pricing, order management, and lifecycle event management
- Ensure accurate internal product representation and risk capture
- Work closely with traders, sales teams, financial engineers, technologists, and global strats teams to onboard new products efficiently
- Develop pricing models and tools for structured products and flow derivatives
- Improve management of trading strategies through process and tool development
- Support competitive pricing and risk management initiatives
- Take ownership of end-to-end project delivery with high attention to detail
Required Qualifications:
- Degree in a quantitative discipline (BE/BTech/MS in Mathematics, Statistics, Financial Engineering or related field) from Tier 1 institutes
- 10+ years of relevant experience in a Tier 1 Investment Bank
- Strong knowledge of equity derivatives markets including both Flow and Structured Products
- Deep understanding of:
- Option Greeks and their behavior over time
- Derivative products such as Options, Futures, Swaps, and structured products
- Strong object-oriented programming skills in Java, C++, C#, or Python
- Solid understanding of data structures, algorithms, and software design principles
- Excellent written and verbal communication skills
- Strong ownership mindset and attention to detail
- Proven ability to work effectively in a team-oriented, cross-functional environment
Preferred Skills:
- Experience building pricing libraries and risk management systems
- Familiarity with product lifecycle automation and trade capture systems
- Strong understanding of market microstructure in equity derivatives
Key Competencies:
- Analytical and problem-solving excellence
- Strategic thinking and commercial awareness
- Ability to collaborate across trading, sales, quant, and technology teams
- Strong execution capability with a hands-on approach