Options Trader

The Role

We are seeking a highly qualified and talented Senior Quantitative Strategist to support a brand-new Delta One Trading team.

What you'll do

The Senior Quantitative Strategist will work directly with the portfolio managers to expand successful trading strategies to new markets and products.

You will design equity valuation models and analytics as well as develop the infrastructure to support an initiative to create a centralized library for valuation and risk calculations.

The Senior Quantitative Strategist will model and implement calibration, valuation and risk calculation of Delta One products as well as marking tools for dividend, repo and index bottom up curves.

The ideal candidate will have a mindset of continuous improvement and will seek solutions to further scale and automate our system.

What you'll bring

• Expertise and commercial experience building pricing infrastructure for Delta One products
• Ability to design equity valuation models and analytics for D1, and develop required infrastructure from scratch as part of initiative to create a centralized library for valuation and risk calculations
• Expertise with at least one programming language like Python
• Excellent communication skills, both written and verbal
• Strong attention to detail
• Collaborative approach to problem-solving
• Strong ownership experience and a track record of delivering results
• Bachelor's, Master's or PhD degree from a top tier university in a technical or quantitative field, such as math, physics, statistics, computer science and engineering