A Tier 1 US Investment Bank is looking to add a quantitative strategist to their Delta 1 Strats group with experience doing index research and portfolio trading.
- Research and develop systematic trading strategies and hedging strategies
- Complete index methodology research
- Develop tools for portfolio optimization, risk management, performance analysis
- Utilize large data sets and build solutions across research and live trading
- Strong skillset in Python and KDB.
- Delta one product knowledge.
- Index methodology research experience.
- Understanding of portfolio trading business.
- Experience with TCA and execution algorithms.