Camber Morris is seeking an Equity Exotics Quantitative Researcher to design, implement, and optimize pricing models, risk frameworks, and hedges for exotic equity products. You will work directly with traders, structurers, and software engineers to influence daily trading decisions.
The role requires strong expertise in autocallables, stochastic calculus, and production-grade C++/Python, with an advanced degree in a quantitative field.
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Autocallables Quant — Equity Derivatives Front Office employer: Camber Morris - Quantitative Talent
At Camber Morris, we pride ourselves on being an exceptional employer, offering a dynamic work environment in the heart of London where innovation meets collaboration. Our hybrid model fosters a culture of teamwork and flexibility, allowing our Commodity Quantitative Analysts to thrive while developing cutting-edge models that influence real-world investment strategies. With ample opportunities for professional growth and access to advanced resources, you will be empowered to make a significant impact in the fast-paced world of macro hedge funds.
Contact Details:
Camber Morris - Quantitative Talent Recruitment Team
