Senior Quantitative Strategist - New York
1 day ago
Job description
Job Title:
Senior Quantitative Strategist (Java/C++)
Location:
NYC, NY & Charlotte, NC (Onsite)
Fulltime Opportunity
Role Overview
We are seeking a highly experienced Quantitative Strategist to support the trading desk through advanced modeling, pricing, and risk analytics.
This role combines hands-on development, quantitative research, and cross-functional collaboration to deliver impactful trading solutions and robust analytical frameworks.Key Responsibilities
Partner with trading desks to address modeling, pricing, and risk management requests; generate actionable trading insights and solutions.
Design, develop, and enhance Polaris (Java/C++) analytics models used for pricing and risk management of financial products.
Provide ongoing support to traders and sales teams on quantitative frameworks and tools.
Collaborate with quant teams, technology groups, and risk management to ensure alignment with business objectives and regulatory requirements.
Lead and mentor a team of quantitative strategists and developers, guiding model development, research initiatives, and system enhancements.
Drive innovation in analytics frameworks and ensure scalability, performance, and reliability of quantitative systems.
Required Qualifications & Skills
10+ years of experience in quantitative research or strategy within capital markets, including leadership and hands-on development experience.
Strong knowledge of financial instruments, market microstructure, and trading systems.
Proven track record of leading complex initiatives and delivering high-impact quantitative solutions in fast-paced environments.
Advanced programming expertise in Python and/or C++.
Professional experience with systems such as Athena, Quad, or SecDb is highly desirable.
Strong software architecture and algorithm design skills with a passion for writing clean, high-quality, and maintainable code.
Experience developing pricing libraries and risk management systems.
Solid understanding of trade lifecycle processes, including MTM, PnL, and daily risk operations.
Degree in a quantitative discipline such as Computer Science, Mathematics, Engineering, or Physics.
Exceptional analytical and problem-solving abilities.
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