Quantitative Strategist (Fintech)

TL;DR

Quantitative Strategist (Fintech): Developing and maintaining derivatives pricing models for equity structured products with an accent on automated risk management for exposures to Equity and FX. Focus on expanding pricing capabilities to new underliers/payoffs and enhancing risk management by backtesting hedging strategies.

Location: New York, New York, United States

Salary: $150,000-$225,000

Company

hirify.global is a leading global investment banking, securities and investment management firm.

What you will do

• Develop and maintain derivatives pricing models for equity structured products.
• Scale the business by increasing automated risk management for exposures to Equity, FX etc.
• Expand the scope of pricing capabilities to new underliers/payoffs.
• Enhance risk management by backtesting hedging strategies for equity structured products.
• Collaborate closely with the trading team to ensure daily accurate risk management.

Requirements

• Experience in structured product modelling.
• Excellent academic record in a relevant quantitative field such as Mathematics, Engineering or Computer Science.
• Experience in object-oriented programming with a language such as C++, Java or Python.
• At least two years of experience in finance or a cutting edge technology company.
• Excellent written and verbal communication skills.

Culture & Benefits

• Committed to fostering and advancing diversity and inclusion in the workplace.
• Training and development opportunities and firmwide networks.
• Benefits, wellness and personal finance offerings and mindfulness programs.