Quantitative Strategist
Hybrid
Core
Design, specify, and implement analytics and applications to solve quantitative problems for equity derivatives and cross-asset products within the Debt Strats group.
Role type
Quantitative Strategist (Associate)
Builds
Pricing and quoting platforms, risk and P&L automation tools, market data marking tooling, and cross-asset platforms.
Domain
Investment Banking / Equity Derivatives / Quantitative Analytics
Deliverable
production ML models
Required skills
Python, C++, Equity derivatives knowledge, Risk modeling, Relative value analysis, Scenario analysis, Platform scalability optimization
Preferred skills
Equity business experience, AI tools for productivity
Technologies
Python, C++
