Strategist

The Role

We are seeking a highly qualified and talented Quantitative Strategist to support the Emerging-markets & delta-1 trading teams. You will work as part of a centralized Strategist team, working on vanilla and exotic product modelling, parameter marking and risk representation across geographies and markets.

What you’ll do 

As a Strategist, you will support portfolio managers and traders in developing and maintaining a centralized library for valuation and risk calculations. You will be helping with:

• Equity product modelling and risk representation
• Dividend, funding and rates parameter modelling and calibration
• Portfolio Manager led pricing and analytics problems
• Strategy design and back-testing analytics
• Risk engine and platform development

What you’ll bring

What you need:

• Strong Python skills
• Experience developing equity derivative models in enterprise settings
• Experience in risk platform design and build
• Experience working with PM, quant and research