Quantitative Researcher, Equity Derivatives, Global Hedge Fund
Core
Build risk infrastructure and portfolio management tools for equity derivatives, including pricing, risk sensitivities, and automation using AI/LLMs.
Role type
Quantitative Researcher (Equity Derivatives)
Builds
Risk systems, portfolio manager tools, pricing models, and automated workflows
Domain
Financial Services / Quantitative Finance / Equity Derivatives
Deliverable
production ML models
Required skills
Python, Equity Derivatives Pricing, Risk Sensitivities (Delta, Gamma, Vega, Theta), Dividend Modeling, Funding Curve Analysis, AI/LLM Integration, Historical Data Strategy Testing, Execution Quality Analysis
Preferred skills
Commercial judgement, Market insight, Ambition to progress to risk-taking roles
Technologies
Python, AI, Large Language Models (LLMs)
Responsibilities
Develop risk systems for dividends, funding sensitivities, and options exposures; Design interfaces for portfolio managers to set dividend and funding curves; Price futures and forwards using market inputs; Automate workflows using AI and LLMs; Test strategies against historical data; Analyze execution quality and transaction costs.
Seniority
Mid-Senior, hands-on IC
