Strategist
Core
Build pricing tools, risk analytics, and a centralized model library for valuation across Emerging Markets Equity Derivatives, Macro, and Delta One strategies.
Role type
Quantitative Strategist (Derivatives & Risk Analytics)
Builds
Pricing tools, risk analytics, centralized model library, agentic coding workflows
Domain
Hedge funds, Cross Asset Derivatives, Quantitative Finance
Deliverable
production ML models
Required skills
Python, Equity derivative modelling, Rates curve calibration, Risk platform application, Agentic coding practices, Strategy design and back-testing
Preferred skills
Delta-1 equity business experience
Technologies
Python, NDF, Risk engines
Responsibilities
Support portfolio managers and traders in building pricing tools; Develop equity product modelling and risk representation; Perform rates curve calibration and integration; Model and calibrate D1 parameters (Dividend, funding, rates); Develop agentic coding workflows and enable end-users; Solve portfolio manager-led pricing and analytics problems; Design strategies and perform back-testing analytics; Develop risk engine and platform features
