Associate, Equity Derivatives Structurer
Core
Design, price, and support the development of structured equity products and exotic derivatives for institutional clients.
Role type
Associate Equity Derivative Structurer
Builds
Structured equity products and exotic derivatives
Domain
Financial Services / Equity Derivatives
Deliverable
production ML models | product features
Required skills
Equity derivative pricing, Exotic structures (autocallables, barriers, cliquets), Python, Monte Carlo simulation, Risk analytics, Client relationship management, Market analysis, Model validation, Term sheet creation, Stress testing
Preferred skills
Technology infrastructure development, Risk recycling trades, ISDA documentation, CFA/FRM certification
Technologies
Python, Monte Carlo simulation, Risk analytics platforms
Responsibilities
Price equity derivative products including autocallables and barrier notes; Develop new payoffs and pricing frameworks; Partner with sales to support origination pipeline; Engage with institutional clients to present products; Produce marketing materials and payoff analyses; Monitor market conditions and volatility surfaces; Lead global analysis of pricing competitiveness; Contribute to automation initiatives; Collaborate on model validation and tool enhancements.
Seniority
Associate, hands-on IC