Location
NYC, NY & Charlotte, NC (Onsite)
Role Description
Client ’s Capital Markets' Strategists Group in the Front Office is engaged in generating high value cross asset solutions for risk and P&L using Polaris Platform. This group is also responsible for ensuring the consistency or models and usages across lines of business and carry forward one system Agenda. Polaris Core Strategists are a key part of Client CM business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. We develop these in Polaris, which is a next generation risk, pricing, and trade management platform.
Role Objectives
- Support trading desk for modeling, pricing and risk request. Generate solutions or trading ideas.
- Developing Polaris (Java/C++) analytics model that is used to price and risk manage financial products.
- Support of traders/sales of the frameworks, communicating with other quant teams and technology groups.
- Work closely with trading desks, technology teams, and risk management to ensure alignment of quantitative tools with business goals and regulatory standards.
- Help mentor a team of quantitative strategists and developers, setting direction for model development, research initiatives, and technology integration.
Qualifications and Skills
- 10+ years of experience in quantitative strategy or research within capital markets, including leadership and hands-on development.
- Deep understanding of financial instruments, market microstructure, and trading systems.
- Proven ability to lead complex projects and deliver high-impact solutions in a dynamic environment.
- Strong programming skills in Python and/or C++, and professional experience with systems like Athena, Quad or SecDb is a plus.
- Excellent software and algorithm design and development skills. Must be passionate about software design and writing high quality code
- Experience writing high quality Python is preferable
- Experience working in pricing libraries and risk management systems. Good understanding of trade life cycle, MTM, PnL and other processes that govern day to day business operations
- Degree in a quantitative field, e.g. computer science, mathematics, engineering, physics