Quant Strat

Quant Strat

NYC based

Our client is looking for a desk strat to be working with the trading team and structuring team in their New York office. They are looking for a candidate with understanding of financial markets and products, technology and infrastructure for trading operations, data processing, modelling and automation. They seek an independent personality with team player mentality and flexibility to handle an ever-changing environment. You will work as an integral member of the business. You will cooperate with other departments across regions as required. The ideal person for this role is flexible, hands-on, intellectually curious and adept at creative problem solving.

Responsibilities:

• Build and improve all aspects of Solutions quantitative platform, which includes portfolio analysis, risk simulation, portfolio optimization, research and back testing framework, reporting, and dashboards
• Build and increase automation of the portfolio management and research process
• Quantitative research on problems arising from our investment decision making, pricing and modelling, and analysis for our clients
• Develop and maintain the technology infrastructure built for our unique Solutions business. Resolve any platform related issues and handle the release of code fixes and enhancements
• Close interaction with PMs, structurers and other teams in a transparent environment, engaging with the whole investment process
• Collaboration with wider quant group, and act as an integral part of the quantitative platform research and development for the whole firm

Requirements:

• Around 5 years' of experience working as a quant dev, strat or quant researcher.
• Solid technological and analytical background
• Knowledge on financial instruments, their valuation, risk and trading practices. Equity, Rates, FX (x-asset) is preferred.
• Proficient in programming in one or more of the modern programming languages (Python, Java, C++).
• Solid understanding of software and system design.
• Proven ability to solve problem logically and algorithmically.
• Have a practical and hands on approach to solving problems. Strong sense of ownership and responsibility.
• Be able to articulate and communicate ideas.