The Company is in search of a Vice President for its Equity Derivatives Quantitative Analytics team. The successful candidate will be responsible for the development, enhancement, and maintenance of pricing models for a variety of exotic equity derivatives and structured products. This role involves designing and building front-office quantitative libraries and pricing engines, as well as partnering with traders and structurers to support pricing, risk analysis, and new product development. The individual will also be involved in research and implementation of quantitative models for complex risk factors, and will play a key role in the integration of these models into production trading and risk systems. Applicants must have a Master's or PhD in a quantitative discipline and at least 5 years' experience in a front-office quantitative role within equity derivatives trading. A strong understanding of derivatives pricing, financial mathematics, and numerical methods is essential, as is expert-level C++ development skills. The role requires a proven track record in developing and implementing pricing models for exotic equity derivatives, including various complex structures. Experience with local and stochastic volatility models, as well as proficiency in Python for quantitative research, is also necessary. The ideal candidate will have excellent communication, problem-solving, and stakeholder management skills, and the ability to work closely with cross-functional teams in a front-office environment.