Vice President, Quant, Equity / FX Derivatives & Volatility

The Company is seeking a Vice President-level Quantitative Researcher for a hands-on front-office role focused on equity and foreign exchange derivatives and volatility. Responsibilities include developing and calibrating volatility smiles, surfaces, and models; building and enhancing pricing tools for vanilla and exotic products; and improving pricing accuracy, Greeks, and risk calculations. The role also involves applying numerical methods such as Monte Carlo simulation and partial differential equations, solving complex modeling problems, and delivering production-quality solutions. The successful candidate may also explore machine learning techniques for pricing and risk analytics. Candidates should have at least five years of front-office quantitative experience in derivatives, with expertise in equity derivatives or volatility particularly relevant; strong foreign exchange options experience may also be considered. Required skills include volatility modeling and calibration, derivatives pricing, knowledge of local or stochastic volatility models, strong mathematical and numerical modeling abilities, and proficiency in Python and C++ or another compiled language. A master’s or doctoral degree in a quantitative discipline is required. Machine learning experience is beneficial but not essential.