Equity Derivatives Financial Engineer London Eximius Finance Full time

Eximius Finance; London; On-site; GBP 60,000 - 90,000; Full time

Job summary

A leading Asset Manager is seeking a Financial Engineer to lead their risk engine. The role involves overseeing market data integrity initiatives and collaborating with technology teams to enhance automation. Candidates should have a strong background in equity derivatives and programming skills.

Qualifications

• 3+ years direct experience with equity derivatives.
• Understanding of equity index and single stock volatility surfaces.
• Experience in extracting and calibrating equity and OTC option prices.

Responsibilities

• Lead market data integrity initiatives for pricing derivatives.
• Maintain hedging and issuer cost assumptions across products.
• Collaborate with technology developers on market data automation.

Skills

Equity derivatives

Programming in VBA

Programming in Python

MySQL

C++

Job description

A leading Asset Manager has launched a new risk, structuring, and market data provider and is looking for a Financial Engineer to lead the risk engine.

The role includes:

1. Leading the platform’s market data integrity initiatives, including creating and maintaining implied equity/ETF/Debt volatility surfaces, forward curves, issuer risk curves, and other model frameworks needed for defined return derivatives pricing.
2. Maintaining the platform’s hedging and issuer cost assumptions across various products and underlyings.
3. Collaborating with technology developers and quants on market data automation.

Experience required:

1. 3+ years direct experience with equity derivatives.
2. Understanding of equity index and single stock volatility surfaces, forwards, correlations, and other derivative pricing drivers.
3. Experience in extracting and calibrating listed equity and OTC option prices to facilitate accurate product pricing of defined return products (e.g., autocallables) and a thorough understanding of modelling techniques across the equity-derivatives landscape.
4. Proficiency in programming and scripting in VBA, Python, MySQL, and C++ is highly preferred.

Eximius Group assists businesses in the financial services, legal, technology, business support, and energy sectors in attracting top talent.

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