Role OverviewThe Associate Equity Derivative Structurer will design, price, and support the development of structured equity products and exotic derivatives, working collaboratively with traders, sales teams, and quantitative specialists.
What You Will Do
Price equity derivative products, understand existing pricing models, develop new payoffs and pricing frameworks, and work closely with the trading desk on pricing and hedging feasibility.
Why It Might Be a Fit
The role offers exposure to innovative, client-centric product development combined with structured product engineering, requiring both strong technical acumen and commercial instincts to deliver solutions that generate tangible impact for clients and the franchise.
Requirements
- Proven experience as an equity derivatives structurer at a major investment bank, with a strong focus on light exotics and structured products.
- In-depth technical knowledge of equity derivative payoffs including autocallables, barrier options, worst-of, best-of, lookback, cliquet, variance swaps, correlation swaps, covariance structures, and digital structures.
- Strong quantitative and analytical background—typically a degree in Mathematics, Physics, Engineering, Financial Engineering, or a related quantitative discipline.
- Excellent client-facing skills with a track record of structuring and presenting derivative solutions to investors.
- Strong proficiency in Python and familiarity with pricing libraries, Monte Carlo simulation, and risk analytics platforms.
Benefits
- Comprehensive Total Rewards Program
- Flexible benefits
- 401(k) program with company-matching contributions
- Health, dental, vision, life, and disability insurance
- Paid-time off
- Leaders who support your development through coaching and managing opportunities
- Ability to make a difference and lasting impact
- Work in a dynamic, collaborative, progressive, and high-performing team
- Opportunities to do challenging work
- Opportunities to build close relationships with clients
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