Vice President; Structurer
Core
Design, evaluate, and optimize systematic equity volatility strategies and quantitative hedging solutions for institutional clients.
Role type
Vice President, Structurer (Quantitative Equity Volatility)
Builds
Equity volatility-based strategies, yield-oriented volatility alpha, relative value strategies, and hedging solutions.
Domain
Financial Services / Quantitative Equity Derivatives
Deliverable
production ML models | product features
Required skills
quantitative modeling, time-series analysis, statistical modeling, machine learning, deep learning, regime-switching approaches, Python, scenario analysis, stress testing, performance attribution, data ingestion pipelines, feature engineering, scalable simulation environments
Preferred skills
N/A
Technologies
Python
Responsibilities
Develop quantitative modeling frameworks for volatility strategies; Research and construct equity volatility-based strategies; Design quantitative hedging strategies; Conduct scenario analysis and stress testing; Develop quantitative research tools and analytics pipelines; Support client-facing positioning of equity derivatives solutions; Collaborate with sales, trading, and risk teams.
Seniority
Executive (VP), hands-on IC