Financial Engineer - Eximius Finance

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 with competence in scripting VBA, Python, MySQL, and C++ is a strong preference.