Quantitative Strategist, Associate | Global Banking & Markets, Equities Structured Products | New York City
About The Position
You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Equity Structured Product business. OUR IMPACT Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions. Within Equity Structured Product, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities.
Requirements
- Experience in structured product modelling.
- Excellent academic record in a relevant quantitative field such as Mathematics, Engineering or Computer Science.
- Experience in object-oriented programming with a language such as C++, Java or Python.
- At least two years of experience in finance or a cutting edge technology company.
- Excellent written and verbal communication skills.
Responsibilities
- Develop and maintain derivatives pricing models for equity structured products, such as structured equity linked notes, OTC equity derivatives etc.
- Scale the business by increasing automated risk management for exposures to Equity, FX etc.
- Expand the scope of our pricing capabilities to new underliers/payoffs, solving idiosyncratic challenges along the way.
- Enhance risk management by backtesting hedging strategies for equity structured products.
- Collaborate closely with the trading team to ensure daily accurate risk management.
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What This Job Offers
Job Type
Full-time
Career Level
Entry Level
Education Level
No Education Listed
Number of Employees
5,001-10,000 employees
