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.****