• Playing a leading role in the ongoing development of a comprehensive structured product framework, used to price a wide variety of structures across multiple asset classes in potentially large volumes    

• Contributing significantly to the design, prototyping and testing of this system, with a focus on the exotic pricing analytics

• Decomposing clients’ structured notes into their basic constituents, using the pricing framework to calculate and validate valuations for these notes and providing supporting analysis

• Providing training, guidance and supervision to other analysts within the team so that they can understand and price structured products for clients

• Meeting clients alongside the sales team to provide technical expertise in structured products, thereby helping to grow revenues in this area

Education and experience

• Strong quantitative track record within the financial markets, with previous exposure to exotics and structured products gained within a bank

• Exotic derivatives market experience relating to FX, equities or commodities, ideally in at least two of the above

• Some hybrids knowledge ( e.g equity/rates, fx/rates) would be very desirable

• Experience with Structured Notes desirable

• Excellent analytical, quantitative and problem-solving abilities

• Very good undergraduate degree in maths/ physics or engineering, probably followed by a Masters or PhD, in a numerical discipline 

• Deep practical and theoretical knowledge of mathematical finance and derivatives pricing, such as tree / grid / simulation methods under local / stochastic volatility

• Actual hands-on experience of pricing exotic derivatives and structured products in the market, including features such as barriers, baskets and american / bermudan / asian exercise

• Expertise in Excel, VBA and Matlab

• Please note any credit –related experience will not be considered relevant in this case

Management Experience

• See below

Commercial Awareness

• Either commercial skills ( having actively dealt with external clients to generate revenue) or management skills ( having actively managed a small team, not just mentored) will be required ( e.g. this would suit a front office structurer, or model validation manager) .

Personal impact

• Ability to work well within a team environment and to coordinate with the internal product groups who have expertise in specific asset classes

• Highly motivated and eager to take the initiative

• Willing and able to execute hands-on modelling tasks

Communication

• Very strong interpersonal skills required, in order to explain and present the pricing of complex structures inside the team, to other internal groups (e.g. sales) and to clients