A global hedge fund is looking to add a quantitative strategist to a front-office quantitative analytics group supporting trading across multiple asset classes. This role sits at the intersection of trading, quantitative analytics, and engineering, with a focus on ensuring quantitative tools, models, and systems are correctly designed, implemented, and used across the business.
This position is well suited for a strong quantitative profile who enjoys working across markets, data, and large systems, and who is comfortable acting as a bridge between traders, quants, and engineers in a fast-moving trading environment.
Responsibilities:
- Act as a quantitative partner to trading and analytics teams, supporting the design and evolution of risk, P&L, pricing, and analytics tools.
- Translate business and trading requirements into clear quantitative and functional specifications for engineering teams.
- Work closely with technologists to validate analytics and models, and help guide prototypes into scalable, production-ready systems.
- Analyze market data and system outputs to ensure results are intuitive, consistent, and aligned with market behavior.
- Coordinate across trading, quantitative, and technology stakeholders to ensure quantitative solutions are delivered accurately and efficiently.
- Maintain and enhance existing analytics and tools as market conditions, products, and systems evolve.
Requirements:
- 2–7 years of experience in a quantitative role (e.g. QA, QR, QD, or desk-facing analytics).
- Strong quantitative foundation.
- Broad understanding of financial markets and market data.
- Proficiency in Python and/or C++; ability to work with large analytics libraries and data-driven systems.
- Comfortable interpreting risk and P&L outputs and assessing whether results make sense in real trading conditions.
- Strong communication skills and the ability to work effectively across traders, quants, and engineers.
- Enjoys operating in a fast-paced, front-office environment with frequent context switching.
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