Senior Quantitative Strategist (FICC)

TL;DR

Senior Quantitative Strategist (FICC): Constructing quantitative models to drive success in global financial markets with an accent on risk modeling, pricing, and trading automation. Focus on solving complex financial challenges using Monte-Carlo simulations and machine learning to optimize portfolio allocation and valuation.

Location: New York, NY, United States

Salary: USD 150,000 - 300,000

Company

A leading global investment banking and financial services firm.

What you will do

• Construct quantitative models for prediction, pricing, and trading automation.
• Model risks for derivatives and perform large-scale Monte-Carlo simulations of complete portfolios.
• Apply machine learning and data science techniques to solve real-world financial problems.
• Develop pricing and calibration models for diverse financial products, including illiquid cash products and private equity.
• Collaborate with traders, bankers, and engineers to design and implement tailored technical solutions.

Requirements

• PhD or Master's degree in Computer Science, Mathematics, Physics, Engineering, or Quantitative Finance.
• Strong programming skills in an object-oriented language such as C++, Python, or Java.
• Advanced analytical and problem-solving skills using math and statistics.
• Experience: 5+ years of work experience is preferred.
• Location: Must be based in New York, NY.

Nice to have

• Prior experience in the finance industry.
• Proven track record in data analysis.
• Knowledge of basic fixed income and bond mathematics.
• Experience developing models for bespoke financial products.

Culture & Benefits

• Exposure to cutting-edge quantitative problems and state-of-the-art methods in finance.
• Collaborative environment working with top-tier experts across the firm.
• Dedicated support for professional development and time for training.
• Clear paths for growth and opportunities for increasing responsibility.