Equity Derivatives Financial Engineer
other jobs eFinancial Careers
Added before 3 Days
- England,London,City of London
- full-time
- Competitive salary
Job Description:
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
*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 number 1828703
metapel
Company Details:
eFinancial Careers
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