Quantitative Strategist

Our client is seeking a Quantitative Strategist to join their esteemed team. The successful candidate will be part of a dedicated team responsible for delivering risk, Profit & Loss (P&L), and pricing platforms for global trading businesses. This position offers the chance to work in close collaboration with trading, sales, and global colleagues, developing quantitative pricing analytics and e-assist trading automation solutions.

What you'll do:
As a Quantitative Strategist, your role will be crucial in driving the development of strategic analytics platforms. You will implement market data functionality covering various aspects such as IR curves, Inflation, IR vols among others. Your analytical skills will be utilized as you design and develop analytics for the desk within the platform. A key aspect of your role will be focusing on business-driven opportunities where you can bring innovative and quantitative ideas to solve complex problems. You will also foster a supportive environment by assisting junior members of the team and encouraging them to expand their experience.
• Collaborate with Trading, Structuring, Technology, and Operations to drive the development of strategic analytics platforms.
• Implement market data functionality covering IR curves, Inflation, IR vols, and other market data.
• Analyze, design, and develop analytics for the desk within platform.
• Focus on business-driven opportunities and bring innovative and quantitative ideas to solve complex problems.
• Foster a supportive environment by assisting junior members of the team and encouraging them to expand their experience.
• Work together with the global team in London, New York, and APAC.

What you bring:
The ideal candidate for this Quantitative Strategist position brings robust quantitative, modelling, pricing, and risk management skills demonstrated within a financial services environment. You have experience developing banking applications and large-scale projects using C++ or Python. Your experience extends to working with interest rate vols and other analytic market data. You possess a strong understanding of Rates derivatives products including Exotics. Knowledge of front-office risk and P&L calculation is essential, as is Investment Banking Front-Office application delivery experience.
• Robust quantitative, modelling, pricing, and risk management skills demonstrated within a financial services environment.
• Experience developing banking applications and large-scale projects with C++ and/or Python.
• Experience working with interest rate vols and other analytic market data.
• Strong understanding of Rates derivatives products including Exotics.
• Knowledge of front-office risk and P&L calculation.
• Investment Banking Front-Office application delivery experience.

What sets this company apart:
• Our client is committed to fostering a diverse and inclusive environment that embraces change, innovation, and collaboration.