Strategist - Quant - Market Risk Model - Investment Bank

Strategist

External: Strategist

Strategists create cutting-edge models, pricers, analytics, data visualization and trading tools, for our external and internal clients. They are expected to develop an in-depth understanding of the financial products, markets, risk management and pricing of a wide range of products, models and asset classes offered by the firm. This presents a highly visible platform to use your skills and knowledge to make a direct impact to the firms bottom line.

Responsibilities -

Responsibilities (varies by role)

- Design and implement models to risk manage complex financial products

- Build low latency, highly-scalable software and systems for pricing, risk models, quoting and analytics

- Work on large datasets to extract useful insights on firms risks

- Partner with the trading desk to develop and implement quantitative, technological solutions as global market and economic conditions change

- Collaborate efficiently within a diverse global team spanning multiple continents

- Increase client market share via innovative tools and data analytics

- Work in a fast-paced, high-pressure environment as a self-starter

- Client focus: think of APIs as a service and provide internal and external users with outstanding SLAs

Basic Qualifications - 

- Bachelor's Degree in a relevant field: Mathematics, Finance, Computer Science, Physics, Engineering

- Knowledge about popular design patterns and algorithms

- Excellent programming skills in a major programming language

- Efficient and effective communication skills

- Strong quantitative and analytical skills

- In-depth knowledge of analytics, trading environment and risk management of at least one financial asset class

- Competence in statistics and linear algebra

Preferred Qualifications

- Competence in data science, stochastic processes, and advanced mathematics

- Experience working with large data sets and real-time systems

- Knowledge of more than one financial asset class