ETF Quant Strategist - Institutional Equity - Associate
Core
Junior strategist/quantitative analyst for ETF market making, building models to analyze risks, opportunities, and pricing in the complex ETF market.
Role type
Associate-level quantitative strategist (ETF market making)
Builds
Systematic market making processes, data and pricing models, backtesting tools, and risk assessment models for ETF trading.
Domain
Financial services / Institutional Equity / ETFs
Deliverable
production ML models | product features
Required skills
Advanced degree in quantitative subject (Engineering, Applied Mathematics, Physics, Software Engineering), strong quantitative skills, proficiency in probability/statistics/linear regression, strong programming in Java/Python/C++
Preferred skills
Knowledge of ETF/macro products and financing rates, familiarity with machine learning models, familiarity with convex optimization
Technologies
Java, Python, C++