Job Description:This job is responsible for conducting quantitative analytics and complex modeling projects for specific business units or risk types. Key responsibilities include leading the development of new models, analytic processes, or system approaches, creating technical documentation for related activities, and working with Technology staff in the design of systems to run models developed. Job expectations may include the ability to influence strategic direction, as well as develop tactical plans.
The Equities Quantitative Investment Strategies (QIS) team is seeking an experienced quantitative strategist in New York or London to support the design and implementation of systematic equity and volatility-control indices. The role combines quantitative modelling, data analysis, and robust technical implementation, and involves close collaboration with structuring, trading, and technology partners.
Responsibilities- Develop and enhance new equity investable indices and vol-control index strategies.
- Build and maintain index backtests, risk representation, client reports.
- Improve data pipelines and index infrastructure.
- Create tools for monitoring, risk analysis, and strategy performance.
- Work with traders and structurers to facilitate index innovation
Requirements- Strong programming skills, ideally in Python; experience with production systems is a plus.
- Knowledge of equities derivatives, or systematic strategies beneficial but not required.
- Strong problem-solving skills and ability to communicate complex ideas clearly.
Minimum Education Requirement: Master's degree in related field or equivalent work experience
Shift:1st shift (United States of America)
Hours Per Week: 40
Pay Transparency detailsUS - NY - New York - ONE BRYANT PARK - BANK OF AMERICA TOWER (NY1100)
Pay and benefits information
Pay range
$200,000.00 - $300,000.00 annualized salary, offers to be determined based on experience, education and skill set.
Discretionary incentive eligible
This role is eligible to participate in the annual discretionary plan. Employees are eligible for an annual discretionary award based on their overall individual performance results and behaviors, the performance and contributions of their line of business and/or group; and the overall success of the Company.
Benefits
This role is currently benefits eligible. We provide industry-leading benefits, access to paid time off, resources and support to our employees so they can make a genuine impact and contribute to the sustainable growth of our business and the communities we serve.