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Equity Derivatives Financial Engineer

Eximius Finance
London, United Kingdom
£100k - £200k
Closing date
Mar 24, 2024

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Job Function
Industry Sector
Finance - General
Employment Type
Full Time
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

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