Trading Strategist/Quantitative Analyst 120-180K plus bonus


*          The Equity Client Solutions (ECS) group sits within the Global Markets. It is a sales and trading business providing the firm's clients with financial exposure in the equities space through a variety of products.

*          The Quantitative Strategies Group (QSG) is the unified quantitative analytics & research team within Global Banking and Markets. The group's purpose is to design, build and maintain industrial strength tools for analyzing, pricing, and risk managing financial products traded by our firm. The group believes in an interdisciplinary approach which is both theoretically sound and practically reliable. The group is deployed across the various businesses providing quantitative input to the sales and trading desks to drive trading decisions, analyse and manage the risk.

Job Description

QSG is seeking a Vice President to work within the Equity Clients Solution group, based in New York. As part of this role you will work in an exciting, fast-paced environment, integrated within the sales and trading business. The role is very technical in nature; it requires knowledge of programming languages, statistics and financial modelling combined with excellent communication skills and ability to work across many groups within the firm to tight deadlines. The role entails:-

*          Working with equity derivatives pricing and trading models developing pricing and risk management tools.

*          Developing our investable indices business. Working within our Quartz platform to extend our Index calculation, back testing, lifecycle and risk reporting capabilities.

*          Programming in python.

*          Development of front ends for our analytics in both the Quartz platform and also in and Excel.

*          Daily interaction with the structuring and trading teams whilst working closely with Technology, Middle Office, PVG and Finance.

*          Leveraging existing in-house tools, platforms and control processes.

Candidate Requirements

*          Significant technical/strategy/quant experience within the financial industry

*          A strong academic background in Finance/Economics/Computer Science/Applied Mathematics/Physics/ Engineering/Statistics

*          Excellent writing and verbal communication skills - able to present complex material in a simple manner

*          Knowledge and experience working with derivative products and a strong interest to learn and be part of the trading and sales business

*          Strong programming and technical skills. Knowledge of at least one programming language required (Python, Java, C, C++, Perl, C#), Python preferable

*          Working knowledge of VBA/Excel

*          Knowledge of basic financial mathematics


*          New York