Equity Derivatives Structuring, AVP

Barclays•New York, NY

2d•$125,000 - $175,000

About The Position

The Equity Derivatives Structuring AVP develops and implements structured financial products and solutions to meet client needs while optimizing the bank’s market exposure and profitability. The role structures and prices complex equity derivatives, including exotics, structured notes, and quantitative investment strategies (QIS), and partners with Sales and Trading teams to develop tailored client solutions. It applies quantitative expertise in pricing, volatility modelling, and risk analytics, and uses technology and AI tools to enhance client outcomes. The position also assesses structured-product pricing and valuation using mathematical models and financial instruments; collaborates with Trading on competitive pricing, hedging strategies, market risk, and execution; and performs backtesting and performance analysis of QIS strategies. It identifies and manages market, credit, and operational risks in accordance with regulatory requirements and bank policies. As an AVP, the role advises and influences decision-making, contributes to policy development, and takes responsibility for operational effectiveness. It collaborates across functions, handles complex analysis and communication, influences stakeholders, and supports risk mitigation and control governance. Depending on whether the role has leadership responsibilities or is an individual-contributor role, it may include leading and coaching a team or guiding collaborative assignments and team members. The role is based in New York and is regulated by FINRA.

Requirements

Experience pricing and structuring equity derivatives, including exotics, structured notes, and QIS strategies.
Experience applying derivatives pricing methodologies, volatility modelling, and risk analytics to develop client solutions.
Experience with structured products and pricing infrastructure.
Experience partnering with Sales and Trading to deliver client solutions.

Nice To Haves

Current or recent structured products experience.
Experience collaborating with Trading desks to assess hedging strategies, market risk, and execution.
Experience developing and enhancing pricing tools, valuation frameworks, and quantitative models.
Experience using AI tools and technology in pricing workflows.
Series 7 and/or Series 63 licenses, or willingness to obtain them upon hire.
Backtesting and performance analysis of QIS strategies.

Responsibilities

Develop innovative structured financial products and solutions, including derivatives, structured notes, and other structured investment products, to address client needs.
Structure and price complex equity derivatives, including exotics, structured notes, and QIS strategies.
Apply derivatives pricing methodologies, volatility modelling, and risk analytics to develop client solutions.
Assess structured-product pricing and valuation using mathematical models and financial instruments, and liaise with Trading to support competitive pricing.
Partner with Sales and Trading teams to deliver tailored client solutions.
Analyze and manage market, credit, and operational risks associated with structured products, ensuring compliance with regulatory requirements and bank policies.
Collaborate with traders, risk managers, and other stakeholders on product implementation and risk mitigation.
Conduct backtesting and performance analysis of QIS strategies.
Contribute to pricing tools, valuation frameworks, quantitative models, and pricing infrastructure.
Take ownership of risk management and strengthen controls; identify ways to mitigate risk and develop policies or procedures supporting control and governance.
Advise and influence decision-making, contribute to policy development, and take responsibility for operational effectiveness.
Engage in complex analysis using multiple internal and external sources, and communicate complex information to stakeholders.
Influence or convince stakeholders to achieve outcomes.
Lead and coach employees if the position has leadership responsibilities, or lead collaborative assignments and guide team members if it is an individual-contributor role.