Quantitative Research Equity derivative Modelling - Associate / Vice President

As a Quantitative Research Equities Modeling professional, you will be responsible for developing and maintaining mathematical models for pricing, hedging, and risk measurement of derivatives securities. Your key responsibilities will include: - Developing mathematical models for pricing, hedging, and risk measurement of derivatives securities - Identifying major sources of risk in portfolios, explaining model behavior through scenario analyses, and developing quantitative tools - Assessing the appropriateness of quantitative models and their limitations, as well as identifying and monitoring associated model risk - Implementing risk measurement, valuation models, or algorithmic trading modules in software and systems - Designing efficient numerical algorithms and implementing high-performance computing solutions To excel in this role, you should possess the following qualifications, capabilities, and skills: - Advanced degree (PhD, MSc, or equivalent) in Engineering, Mathematics, Physics, Computer Science, etc. - Good understanding of advanced mathematical topics such as probability theory, stochastic calculus, partial differential equations, numerical analysis, and optimization - Experience in code design and demonstrable programming skills in C++/Python or any other programming language - Excellent communication skills, both verbal and written, enabling you to engage and influence partners and stakeholders - Strong decision-making skills, coupled with enthusiasm for knowledge sharing and collaboration - Strong interpersonal skills for effective communication in a direct and succinct manner While not mandatory, the following qualifications would be preferred: - Knowledge of options pricing theory, equities markets, especially equity derivative products and models - Experience with data schemas and data structures - Robust testing and verification practices - Relevant academic research publications would be a plus This role offers you the opportunity to work in a dynamic and growing team, partnering with the business to provide a comprehensive view and develop sophisticated mathematical models for equity derivatives.,