The Quantitative Strategies Group is seeking an Analyst/Associate/AVP for a Quantitative Strategist role to be based in New York, primarily covering the Delta One trading desk. As part of this role you will work in an exciting, fast-paced environment, helping traders improve their processing, balance sheet / inventory management, risk, P&L etc. This role is very technical in nature; it requires knowledge of programming languages, statistics and financial modeling .

Role entails:

  • Developing equity derivatives pricing and trading models
  • Enhancing existing inventory management models and infrastructure
  • Understanding and building margin calculation models (e.g. for UMR calculations)
  • Developing P&L, client profitability and other analytical tools for the trading desk
  • Daily interaction with the trading team and working closely with Technology, Finance, Middle Office etc.
  • Developing in an in-house Python-based Quartz platform and using object-based and relational databases


  • Technical/strategy/quant experience within financial industry
  • Having a strong academic background in Finance/Economics/Computer Science/Applied Mathematics/Physics/ Engineering/Statistics (up to MSc and PhD level)
  • Excellent writing and verbal communication skills – able to present complex material in a simple manner
  • Knowledge of and experience working with derivative products
  • Strong programming and technical skills. Knowledge of at least one programming language
  • required (python, java, c, c , scala, perl, slang)
  • Working with relational/column-based databases and writing SQL queries
  • Knowledge of basic financial mathematics

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