Senior Quantitative Analyst – Exotics (Autocallables & Structured Equity)
Overview
A leading global hedge fund is looking to hire a Senior Quantitative Analyst to build and scale its exotics pricing capability, with a particular focus on autocallables and structured equity derivatives.
This is a high‑impact, front‑office aligned role where you will operate as a strategic partner to trading. You will combine deep quantitative expertise with production engineering to enhance pricing, risk, and model infrastructure across a growing structured products platform.
Role Responsibilities
- Lead the development and enhancement of pricing models for autocallables and complex path‑dependent exotics
- Drive advances in model frameworks including local/stochastic volatility, correlation, and hybrid approaches
- Design robust calibration processes, scenario analysis, and P&L attribution frameworks
- Partner closely with Trading to support structured products growth and improve risk‑taking decisions
- Conduct deep historical backtesting to inform model development and trading strategy
- Build and maintain production‑grade pricing libraries in C++, alongside research tooling in Python
- Implement advanced numerical methods (Monte Carlo, PDEs, adjoint techniques, tree methods)
- Mentor junior quants and elevate modelling standards across the team
- Contribute to model governance, validation, and best‑in‑class quantitative practices
Requirements
- 8–15+ years’ experience within a Tier 1 investment bank or leading quantitative trading environment
- PhD or MSc in Mathematics, Physics, Financial Engineering, or a related quantitative discipline
- Strong grounding in stochastic calculus and numerical methods
- Autocallable pricing, hedging, and risk management
- Multi‑asset and correlation modelling
- Volatility surface construction and calibration
- Monte Carlo simulation and PDE‑based methods
- Strong experience working directly with trading desks in a high‑performance, front‑office setting
- Proven track record in model validation, governance, and risk frameworks
- Exceptional problem‑solving ability with strong commercial judgement
For more information contact:
Graham Murphy – graham@pointonetalent.com
Thomas Hennelly – thomas@pointonetalent.com