Executive Director - Structuring

JobID: 210524822

Category: Trading

JobSchedule: Full time

Posted Date: 2024-06-11T15:51:00+00:00

JobShift:

Base Pay/Salary: New York,NY $300,000.00-$350,000.00

DESCRIPTION:

Duties: Manage a team responsible for the research and design of new quantitative trading strategies, focusing on alpha and risk premia research in commodities and rates markets.

Code backtests and tie out with quant research partners. Prepare client pitches and detail rationale for strategies. Remote and in person client engagement to help sell strategies.

Coordinate strategy development and production release with technology, trading and sales partners. Maintain intelligence on competitor products, and evolving client business needs. Stress test strategies to evaluate impact of market events.

Conduct robustness check to model specification to control for overfitting. Survey changes of market structure. Impact evaluation on potential strategies. Manage and train junior members of the team.

QUALIFICATIONS:

Minimum education and experience required: Master's degree in Finance, Applied mathematics, Financial Engineering or related field of study plus 6 (Six) years of experience in the job offered or as Quantitative Research, Structuring, or related occupation.

Skills Required: Requires experience in the following: systematic trading of both commodities and rates, including fundamentals of each market, specifications of related instruments including futures and options, institutional flow dynamics and main risk factors including macro and idiosyncratic risks on both flat price and curve exposures; Python; financial engineering; Statistics; stochastic calculus; markets and derivatives; market risk; Quantitative finance modeling; develop and market structured products; client analysis and data testing; fundamental commodities analysis; fundamental rates analysis; technical analysis; client and public presentation; detailed knowledge of systematic investing regulations, including EU BMR regulations.

Job Location: 383 Madison Ave, New York, NY 10179.

Full-Time. Salary: $300,000 - $350,000 per year.