Familyoffice
Tech – Quant Strategist (Derivatives)
New York. Posted a month ago
The role
You will work with portfolio managers, risk, and technology to deliver projects across pricing, alpha generation, risk management, and analytics. You will evaluate and maintain derivatives pricing models and develop real-time P&L and risk tools.
What you will do
- Evaluate, select, and maintain derivatives pricing models for equity and fixed income products
- Implement pricing models or extensions when existing solutions fall short
- Ensure vendor models are correctly configured and adapted to products and risk requirements
- Assess model limitations and communicate them to portfolio managers and risk
- Work with portfolio managers on alpha research, relative value analysis, strategy backtesting, and signal implementation
- Develop and enhance real-time P&L, risk, and analytics tools
- Prioritize work by business impact
- Communicate complex technical concepts to technical and non-technical stakeholders
Required qualifications
- 7+ years in a quantitative role in financial markets, such as front-office strategist, desk quant, model validation, or quantitative research
- Deep understanding of equity and fixed income derivatives pricing
- Proven ability to critically evaluate models built by others
- Strong interest in markets and in how models are used in practice on a trading desk
- Strong proficiency in Python and its numerical ecosystem
- Proficiency with SQL and comfort working with market and reference data
- Ability to operate independently and move between different problems as priorities shift
- Advanced degree in a quantitative discipline (Mathematics, Physics, Engineering, Mathematical Finance, or similar)
Nice to have
- exposure to C++, C#, or similar
Benefits
- health insurance
- life and disability insurance
- retirement benefits
- paid leave
- other employee benefit programs
About the company
Soros Fund Management LLC (SFM) is a global asset manager and family office founded by George Soros in 1973. It serves as the principal asset manager for the Open Society Foundations.