At a Glance
- Tasks: Lead market data integrity initiatives and collaborate on pricing models for equity derivatives.
- Company: Dynamic financial firm focused on innovation in equity derivatives.
- Benefits: Competitive salary, flexible working hours, and opportunities for professional growth.
- Other info: Fast-paced environment with excellent career advancement potential.
- Why this job: Join a cutting-edge team and shape the future of equity derivatives pricing.
- Qualifications: 3+ years in equity derivatives and strong programming skills in VBA, Python, MySQL, or C++.
The predicted salary is between 51750 - 63250 £ per year.
The role:
- Lead the platform’s market data integrity initiatives, including the creation and maintenance of implied equity/ETF/Debt volatility surfaces, forward curves, issuer risk curves, and other model frameworks needed for defined return derivatives pricing.
- Maintain the platform’s hedging and issuer cost assumptions across a variety of different products and underlyings.
- Work with technology developers and quants on market data automation.
Experience required:
- 3+ years direct experience with equity derivatives.
- Understanding of equity index and single stock volatility surfaces, forwards, correlations and other derivative pricing drivers.
- Experience in extracting and calibrating listed equity and OTC option prices to facilitate accurate product pricing of defined return products (i.e. autocallables and similar investments) and a thorough understanding of modelling techniques used across the equity-derivatives landscape.
- Experienced programmer and competence in scripting VBA, Python, MySQL and C++ is a strong preference.
Equity Derivatives Financial Engineer in London employer: Eximius Finance
As a leading player in the high-growth FinTech sector, our company offers an exceptional work environment that fosters innovation and collaboration. Employees benefit from a dynamic culture that prioritises professional development, with ample opportunities for growth and advancement within a rapidly expanding organisation. Located in the heart of the UK economy, we provide a unique chance to make a significant impact on the payments landscape while enjoying competitive compensation and a supportive team atmosphere.
We think you need these skills to ace Equity Derivatives Financial Engineer in London
Market Data Integrity
Implied Volatility Surfaces
Forward Curves
Issuer Risk Curves
Hedging Assumptions
Equity Derivatives
Volatility Surface Understanding
