Director, Equity Derivatives Quant

Purpose
Contributes to the overall success of the Global Analytics and Financial Engineering in US ensuring specific individual goals, plans, initiatives are executed / delivered in support of the team’s business strategies and objectives. Ensures all activities conducted are in compliance with governing regulations, internal policies and procedures.

What You’ll Do+

• Champions a customer focused culture to deepen client relationships and leverage broader Bank relationships, systems and knowledge.
• Develops valuation models for equity derivatives flow and exotics products, and ensures the theoretical soundness, the numerical accuracy, and the implementation correctness of these models
• Provide quantitative support to the equity derivatives and structured notes business globally
• Develops robust, reliable and user friendly front office analytics for pricing, hedging, risk management and P&L attribution for both intraday and end of day
• Provides daily and on demand quantitative support to the business in a timely manner related to valuation, risks, PnL attribution, hedging and so on
• Provides subject matter expertise to model stakeholders such as the business, risk management, audit, product control and technology groups during and post of the model implementation
• Forms a close partnership with the business to deliver models and analytics to production from end to end with limited supervision
• Keep oneself current on the advancements of models and related technology, and proactively introduces these advancements into the bank.
• Understands how the Bank’s risk appetite and risk culture should be considered in day-to-day activities and decisions.
• Actively pursues effective and efficient operations of his/her respective areas, while ensuring the adequacy, adherence to and effectiveness of day-to-day business controls to meet obligations with respect to operational risk, regulatory compliance risk, AML/ATF risk and conduct risk, including but not limited to responsibilities under the Operational Risk Management Framework, Regulatory Compliance Risk Management Framework, AML/ATF Global Handbook and the Guidelines for Business Conduct.