Strategist - Equity Risk
Core
Quantitative Strategist supporting volatility and emerging-markets trading teams by modeling vanilla and exotic products, representing risk, and developing stressed market scenarios.
Role type
Quantitative Strategist (Volatility & Emerging Markets)
Builds
Centralized library for valuation and risk calculations; parameter models for volatility surfaces, dividends, and funding.
Domain
Financial Services / Quantitative Trading / Derivatives
Deliverable
production ML models | product features
Required skills
Python, financial mathematics, volatility trading strategies, quantitative risk modeling, production environment experience
Preferred skills
First-principles approach to product behavior, experience with portfolio managers and traders
Technologies
Python
Responsibilities
Vol surface parameterization and modelling; Vol product pricing, risk representation and rationalisation; Vol PnL explanations & attribution; Dividends modelling; Scenario construction and book behaviour
Seniority
Mid-Senior, hands-on IC
