Founding Quant Strats Engineer – Front-Office

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

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