Vice President Quant, Equity & FX Exotics / Volatility

The Company is seeking a Vice President Quant to join its derivatives pricing and analytics team. This hands-on role focuses on equity and foreign exchange volatility modelling, calibration, and exotic derivatives pricing. Responsibilities include developing volatility smile and surface models; pricing exotic products; enhancing Monte Carlo, PDE, and semi-analytical methods; and improving pricing accuracy, Greeks, and risk calculations. The successful candidate will also explore AI and machine learning techniques to accelerate pricing and risk analytics, collaborating with trading, risk, and client teams. Candidates should have strong experience in equity and/or foreign exchange derivatives pricing, exotic options, and volatility modelling and calibration. Expertise in local, stochastic, or local-stochastic volatility models and numerical methods such as Monte Carlo and PDEs is required, along with proficiency in Python and C++. A master’s or doctoral degree in a quantitative discipline is required.