$30bn+ investment manager - New Quant team - Founding quant desk strat

Oscar Faye; New York (NY); On-site; USD 180,000 - 320,000; Full time

Job summary

Oscar Faye is seeking the first hands-on Strats to build a new Quantitative Desk within its global Quant research and trading team in New York. You will bridge research and front-office technology, turning investment ideas into pricing, risk, and analytics tools used by the desks.

Responsibilities include building pricing, risk, PnL, and portfolio-optimization tools; partnering with traders and risk teams; delivering real-time analytics at trading speed; and deploying models robustly into

Qualifications

• 5+ years in desk-strats or front-office quant research at top-tier banks, hedge funds, or asset managers.
• Strong maths/stats/financial-engineering foundation; pricing, risk modelling, and optimization.
• Production-grade coding with Python; C++/Java a plus.

Responsibilities

• Build the Strats function from the ground up: pricing, risk management, PnL, portfolio optimization, and capital-usage tools for the front office.
• Partner with traders, PMs, quants, and risk to ship models and analytics that drive revenue and manage risk.
• Stand up real-time analytics for liquidity provision, hedging, and portfolio management — fast and production-ready.
• Deploy models rapidly into production environments that run at trading speed.

Skills

Quantitative analysis

Trading desk collaboration

Model development

Python programming

Risk & pricing

Tools

Python

C++/Java

Job description

A global AI first $30bn+ alternative asset manager is building a brand-new Quantitative Desk Strats capability inside its existing Quant research and trading team. We are helping them find the first hands-on Strats to build it.

These are rare "founding" seats. You will sit at the intersection of quant research, trading, and front-office technology — the bridge that turns investment research into the pricing, risk, and analytics tools the desks actually trade on.

What you would own

• Building the Strats function from the ground up: pricing, risk management, PnL, portfolio optimization, and capital-usage tools for the front office.
• Partnering directly with traders, PMs, quant researchers, and risk to ship models and analytics that drive revenue and manage risk.
• Standing up real-time analytics for liquidity provision, hedging, and portfolio management — fast, trader-ready, production-grade.
• Deploying models rapidly and robustly into environments that run at trading speed.

The role starts focused on the Strats buildout and has a clear path to broaden across Quant Research and Quant Trading as the team grows.

What they are looking for

• 5+ years in quantitative strategy, Desk Strats, or front-office quant research at a top-tier bank, hedge fund, or asset manager. Understanding of the "strats" role pioneered at Goldman Sachs is essential.
• Strong maths/stats/financial-engineering foundation; asset, liability, or derivative pricing, risk modelling, and investment optimization.
• Production-grade coding — Python strongly preferred, C++/Java a plus.
• A track record of working shoulder-to-shoulder with trading desks and delivering measurable commercial impact.
• Experience in one or more of Credit, Rates, Equities, Crypto, Reinsurance, or Alternatives. Experience in Securitized products is a big plus

This firm values humility, long-term thinking, and a collaborative owner's mindset. They are rapidly growing and reward very competitive compensation for the best candidates.

Interested? Apply now, interviews have already commenced and they want to have these roles filled within 8-12 weeks.