About the role
The AVP Quant Strategist will collaborate with senior traders, quantitative analysts, and technology teams to develop and implement risk management tools, support option trading and hedging strategies, and conduct market research on equity volatility and related dynamics.
BankingOnsite
Key Responsibilities
- Work closely with senior traders, quants, and tech teams to research, develop and implement position & risk management tools to perform real-time P&L calculations, risk attribution, and scenario analysis
- Assist in development and testing of option trading & hedging strategies
- Assist in monitoring & risk managing desk's positions
- Actively perform research on industry best practices, analyse and drive improvements in desk's trading & risk management capabilities
- Conduct market research and risk analysis on equity and index volatility, skew, term structure, and correlation dynamics
Requirements
- Advanced quantitative skills in finance or mathematics
- Familiarity with derivatives markets (equity, options)
- Ability to work closely with quantitative and technology teams
- Strong analytical capability for risk modeling