Responsibilities
- Develop and implement Quant models and strategies to optimize trading decisions, pricing, and risk management across various financial products and markets.
- Work closely with sales teams to identify clients' needs and develop customised solutions and advise key stakeholders on functional and cross functional areas of impact and alignment.
- Conduct in-depth research, data analysis, and statistical modelling to derive insights into market trends, pricing, and risk dynamics.
- Demonstrate leadership and accountability for managing risk and strengthening controls.
- Support front office infrastructure though ownership and maintenance of analytical libraries.
- Act as the SME for quantitative methodologies, technological advancements to drive innovation within the trading environment.
- Lead collaborative assignments, guiding team members accordingly to identify the need for the inclusion of other areas of specialisation to complete assignments.
- Minimum Master’s degree in quantitative finance, ideally a PhD in a STEM discipline, with advanced Mathematical skills
- 5 - 8 years of experience working as a Quant Strategist, with solid experience coding quantitative scripts
- Excellent Python and/or C++ skills
- Strong capabilities in machine learning and data analysis
- In-depth understanding of derivatives pricing theory (flow and exotic options)
- Excellent communication and stakeholder management skills.
- A love for working in an open and collaborative environment