Strategist, Risk

 

The Role

We are seeking a highly qualified and talented Quantitative Strategist to support the Emerging-markets + delta-1, & volatility 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 trading derivatives in representing, rationalizing and understanding risk at a product and book level– ensuring that risk is accurate and economically consistent with product/payoff definitions. In addition, there will be focus on creating and understanding stressed market scenarios and developing modelling to predict product + book behavior in those environments. You will support portfolio managers and traders maintaining and extending a centralized library for valuation and risk calculations.

 

What you’ll bring
What you need:

• Strong Python skills
• Experience with equity derivatives
• Strong background and intuition in financial mathematics, adopting a first-principles approach