Strategic Index Structurer - Analyst

Quant Blueprint LLC; New York (NY); On-site; USD 80,000 - 120,000; Full time

Job summary

Quant Blueprint LLC in New York, NY, is looking for a Strategic Structurer Analyst to develop and market Volatility Quantitative Investment Strategies. You will collaborate closely with JPMorgan's Sales and Trading teams to research and originate new strategies, ensuring effective delivery and engagement with clients.

The ideal candidate should have expertise in Python, financial engineering, and quantitative finance modeling, as well as strong presentation skills. Responsibilities include strategy development, client pitches, and market analysis.

Qualifications

• Strong Python skills and understanding of financial engineering.
• Expertise in quantitative finance modeling and market risk.
• Proficiency in Excel and PowerPoint is essential.

Responsibilities

• Research and design new quantitative trading strategies.
• Prepare client pitches and detail rationale for strategies.
• Coordinate strategy development with technology and trading teams.

Skills

Python

Financial engineering

Statistics

Stochastic calculus

Markets and derivatives

Market risk

Excel

PowerPoint

Bloomberg

Job description

Job Summary

As a Strategic Structurer Analyst within our team, you will play a central role developing and marketing Volatility Quantitative Investment Strategies and bespoke solutions, in close collaboration with JPMorgan Sales and Trading teams.

This will include research and development of new strategies, origination, and marketing (in partnership with Sales), and delivery of indices (in partnership with Trading, Quantitative Research, Legal & Compliance teams).

Job Responsibilities

• Research and design new quantitative trading strategies.
• Code backtests and tie out with quant research partners.
• Prepare client pitches and detail rationale for strategies.
• Remote and in person client engagement to help sell strategies.
• Coordinate strategy development and production release with technology, trading and sales partners.
• Maintain intelligence on competitor products, and evolving client business needs.
• Stress test strategies to evaluate impact of market events.
• Conduct robustness check to model specification to control for over fitting.
• Survey changes of market structure.
• Impact evaluation on potential strategies.

Required Qualifications, Capabilities and Skills

• Python; financial engineering; statistics; stochastic calculus; markets and derivatives; market risk; excel; PowerPoint; Bloomberg.
• Quantitative finance modeling.
• Develop and market structured products.
• Client analysis and data testing.
• Fundamental commodities analysis.
• Technical analysis.
• Client and public presentation.
• Regulations and compliance rules.