Overview
Skills
Job Details
Hybrid: 2-3 days onsite in NYC
Role Description
The Client 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 the client's CM business, developing and maintaining sophisticated mathematical models, cutting-edge methodologies and infrastructure to value and risk manage financial transactions. They 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
Outstanding problem solving skills
Please note: We are only considering local candidates at this time.
****3rd-party agencies: if you have a suitable candidate, you may email the profile, but please do not call regarding this posting.****