The role: Lead the platform’s market data integrity initiatives, including the creation and maintenance of implied equity/ETF/Debt volatility surfaces, forward curves, issuer risk curves, and other model frameworks needed for defined return derivatives pricing Maintain the platform’s hedging and issuer cost assumptions across a variety of different products and underlyings Work with technology developers and quants on market data automation Experience required 3 years direct experience with equity derivatives Understanding of equity index and single stock volatility surfaces, forwards, correlations and other derivative pricing drivers. Experience in extracting and calibrating listed equity and OTC option prices to facilitate accurate product pricing of defined return products (i.e. autocallables and similar investments) and a thorough understanding of modelling techniques used across the equity-derivatives landscape. Experienced programmer and competence in scripting VBA, Python, MySQL and C++ is a strong preference