Senior Quantitative Strategist, Delta One Trading

We are seeking a highly qualified and talented Senior Quantitative Strategist to support a brand‑new Delta One Trading team.

The Senior Quantitative Strategist will work directly with the portfolio managers to expand successful trading strategies to new markets and products. You will design equity valuation models and analytics as well as develop the infrastructure to support an initiative to create a centralized library for valuation and risk calculations. The Senior Quantitative Strategist will model and implement calibration, valuation and risk calculation of Delta One products as well as marking tools for dividend, repo and index bottom‑up curves. The ideal candidate will have a mindset of continuous improvement and will seek solutions to further scale and automate our system.

• 5+ years of experience building pricing infrastructure for Delta One products
• Ability to design equity valuation m...