I am currently partnered with the head of a cross asset quant team in a growing financial institution that is in the process of building out their team in NY. There is a need for multiple experienced Cross Asset Derivative Quant Strategists. Their leadership is comprised of individuals that have worked at top systematic hedge funds & Tier 1 Investment Banks and have graduated from premier PhD programs including MIT. They are working to support a diverse book of clients including top hedge funds managers, broker dealers, asset managers, private equity firms, commodity traders and energy companies.
In addition to the applied quantitative experience, they are seeking it is also imperative for candidates to have a desire to work in a fast paced, client facing, and entrepreneurial work environment. They are looking for quantitative analysts with the following qualifications:
- PhD in Mathematics, Physics, etc.
- 4+ years of front office derivative modeling experience supporting one or more of the following asset classes (IR, MBS, Credit, Equity, Commodities, FX)
- 4+ years of in industry Python programming experience
- Strong verbal and written communication skills
Responsibilities will include:
- Develop models to price financial securities across all asset classes using proprietary quantitative analytics framework
- Analyze, value, and model portfolios ranging from simple securities to complex bespoke derivatives and develop and implement these
- Collaborate with both internal and external stakeholders and clients
