Associate Director, Equity Quant
Core
Develops valuation models for equity derivatives and structured notes, providing front office analytics for pricing, hedging, risk management, and P&L attribution.
Role type
Associate Director, Equity Quant
Builds
Valuation models for equity derivatives and structured notes; front office analytics for pricing, hedging, risk management, and P&L attribution.
Domain
Global Banking and Markets, Equity Derivatives, Financial Engineering
Deliverable
production ML models | product features
Required skills
Equity derivatives valuation, structured notes modeling, pricing analytics, hedging strategies, risk management, P&L attribution, model implementation, regulatory compliance, quantitative support, subject matter expertise, operations efficiency.
Preferred skills
None stated.
Technologies
None stated.
Responsibilities
Develop valuation models for equity derivatives and structured notes; ensure theoretical soundness and numerical accuracy of models; develop robust front office analytics for pricing, hedging, risk management, and P&L attribution; provide daily quantitative support for valuation, risks, and hedging; provide subject matter expertise to stakeholders during and after model implementation; deliver models and analytics to production with limited supervision; stay current on model advancements and introduce them proactively; align activities with the bank's risk appetite and culture; ensure adherence to business controls.
Seniority
Associate Director, hands-on IC with leadership responsibilities.
