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Eximius Group

Equity Derivatives Financial Engineer

Eximius Finance London, United Kingdom
Posted 2 months ago Permanent £100k - £200k
J
Posted by
James Thompson
Executive Search Director
A leading Asset Manager has launched a new risk, structuring and market data provider and looking for a Financial Engineer to lead the risk engine.

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 
Job ID  FORCA66378
ABOUT COMPANY
London, United Kingdom
HR & Recruitment
Eximius Group helps business in the financial services, legal, technology, business support and energy sectors attract the best talent. Eximius Finan...
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