Associate, Front Office QIS Equities Quant

About the role

Average 2+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education.

Responsibilities

• Participate in less complex initiatives and identify opportunity for process improvements within Securities Quantitative Analytics, focusing on QIS business.
• Develop automated trading algorithms or create cutting-edge derivative pricing models and empirical models to provide insight into market behavior.
• Combine mathematical programming and market expertise to build and generate systematic strategies.
• Review and analyze basic business, operational, or technical assignments or challenges that require evaluation, and a selection of alternatives.
• Exercise independent judgment to guide medium risk deliverables.
• Use quantitative and technological techniques to solve complex business problems.
• Conduct research on trading cost models, liquidity models, risk models, portfolio construction methodology, and signal generation.
• Present recommendations for resolving more complex situations.
• Exercise independent judgment while developing expertise in the Securities Quantitative Analytics.
• Collaborate and consult with colleagues, internal partners, and stakeholders.
• Play an integral role to the trading floor.

Requirements

• 2+ years of Securities Quantitative Analytics experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education.
• 2+ years working in as a front office desk quant with an emphasis on equities model development.
• 2+ years of hands-on programming experience, with strong proficiency in C++ and/or Java, particularly in numerical optimization contexts.
• Strong experience with equity or cross-asset Quantitative Investment Strategies (QIS).
• Strong communication skills with the ability to translate complex quantitative concepts into clear, business-relevant insights.
• Experience working with volatility surfaces and curve construction (rates, borrow, dividends), ideally implemented in C++.
• Proven experience partnering directly with Sales and Trading teams in a Front Office quant capacity.
• PhD or equivalent advanced degree in Computer Science, Mathematics, Computational Finance, or a related quantitative discipline.

Qualifications

Desired Qualifications: 2+ years working in as a front office desk quant with an emphasis on equities model development, 2+ years of hands-on programming experience, with strong proficiency in C++ and/or Java, particularly in numerical optimization contexts, Strong experience with equity or cross-asset Quantitative Investment Strategies (QIS), Strong communication skills with the ability to translate complex quantitative concepts into clear, business-relevant insights, Experience working with volatility surfaces and curve construction (rates, borrow, dividends), ideally implemented in C++, Proven experience partnering directly with Sales and Trading teams in a Front Office quant capacity, PhD or equivalent advanced degree in Computer Science, Mathematics, Computational Finance, or a related quantitative discipline.

Benefits

Health benefits
401(k) Plan
Paid time off
Disability benefits
Life insurance, critical illness insurance, and accident insurance
Parental leave
Critical caregiving leave
Discounts and savings
Commuter benefits
Tuition reimbursement
Scholarships for dependent children
Adoption reimbursement