Strategist
Core
Build and maintain a centralized library for valuation and risk calculations to support portfolio managers and traders in emerging markets and delta-1 trading.
Role type
Quantitative Strategist (Risk & Valuation)
Builds
Centralized valuation and risk calculation library, equity derivative models, risk engine components
Domain
Hedge funds, quantitative finance, risk management
Deliverable
production ML models | product features
Required skills
Python, equity derivative modelling, risk platform design, parameter calibration, back-testing analytics
Preferred skills
Delta-1 equity business experience
Technologies
Python
Responsibilities
Develop and maintain valuation and risk calculation models; Support portfolio managers with pricing and analytics problems; Design and back-test strategies; Contribute to risk engine and platform development
