Quantitative Strategist, Associate | Global Banking & Markets, Equities Structured Products | New York City

Job description

YOUR IMPACT: You’ll be part of a diverse and talented team, applying your advanced scientific training to tackle new and exciting problems within our Equity Structured Product business. OUR IMPACT: Quantitative strategists are at the cutting edge of our business, solving real-world problems through a variety of analytical methods. Working in close collaboration with traders and salespeople, our invaluable quantitative perspectives on complex financial and technical challenges power the business decisions. Within Equity Structured Product, our team is responsible for utilising modern and sophisticated quantitative techniques to enhance and further develop our derivatives market making capabilities. This includes traditional derivatives pricing and modelling, as well as automation of our quoting, hedging and risk management activities. HOW YOU WILL FULFILL YOUR POTENTIAL: Role Responsibilities: Collaborate closely with the trading team to ensure daily accurate risk management. - Develop and maintain derivatives pricing models for equity structured products, such as structured equity linked notes, OTC equity derivatives etc. - Scale the business by increasing automated risk management...