full-time
Equity Exotics Quantitative Researcher
Camber Morris - Quantitative Talent
- Employer
- Camber Morris - Quantitative Talent
- Location
- London
- Working pattern
- on-site
About the role
Design and optimize pricing models, risk management frameworks, and hedging strategies for equity exotic derivatives, specifically autocallables. Collaborate with traders and engineers to integrate these models into high-performance production libraries. Requires a Master's or PhD in a quantitative field and a proven track record in front-office equity derivatives. Must possess advanced proficiency in C++, Python, and deep theoretical knowledge of stochastic calculus and numerical methods.