Job OverviewWe are seeking an experienced Quantitative Strategist to join our team as a senior individual contributor. You will work directly with portfolio managers, risk, and technology to deliver projects across pricing, alpha generation, risk management, and analytics, with ownership of problems from framing through to production.
You will bring sound judgment to how quantitative work gets done: what to build, what to buy, and where effort is best spent. You are practical, commercially aware, and comfortable operating with a small footprint and a wide remit.
Major Responsibilities- Evaluate, select, and maintain the derivatives pricing models used across the platform, spanning equity and fixed income products, including vendor and open-source libraries as well as in-house implementations
- Implement pricing models or extensions where existing solutions fall short, and ensure vendor models are correctly configured and adapted to our products, market conventions, and risk requirements
- Assess model limitations rigorously and communicate them clearly to portfolio managers and risk
- Work with portfolio managers on alpha research, including relative value analysis, strategy backtesting, and signal implementation across asset classes
- Develop and enhance real-time P&L, risk, and analytics tools for portfolio management teams
- Prioritize work by business impact and push back where effort is not justified by value
- Communicate complex technical concepts effectively to technical and non-technical stakeholders
What We Value - 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, including vendor libraries, and to form a clear, defensible view on their appropriate use
- Strong interest in markets and in how models are used in practice on a trading desk
- Strong proficiency in Python and its numerical ecosystem; exposure to C++, C#, or similar is a plus
- 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)
We anticipate the base salary of this role to be between $200,000-250,000. In addition to a base salary, the successful candidate will also be eligible to receive a discretionary year-end bonus.
In all respects, candidates need to reflect the following SFM core values:Smart risk-taking // Owner's Mindset // Teamwork // Humility // Integrity 
