Quantitative Strategist, Global Banking & Markets, Global Currency and Emerging Markets (GCEM)

About the role

Join our Global Currency and Emerging Markets (GCEM) team within Global Banking & Markets. Our team collaborates closely with trading desks to develop quantitative and technological techniques to solve complex business problems.

Responsibilities

• Create value by providing effective and efficient solutions to our GCEM trading desk, in one or multiple asset classes including Rates, FX, and Credit, from One Delta to Exotics products.
• Conducting research and deploying machine learning models for trading.
• Developing and optimizing market making algorithms and systems.
• Pricing and hedging analysis for complex transactions.
• Developing and maintaining cutting-edge derivative pricing models.

Qualifications

• Advanced degree, preferably PhD, in quantitative field such Mathematics, Computer Science, Machine Learning, Physics, etc.
• Deep knowledge of cutting-edge machine learning models.
• Self-driven, quick learner, can-do attitude, results-oriented.
• Excellent written and verbal communication skills.
• Strong problem solving and analytical skills.
• Strong coding skills.
• 1-5 years of relevant experience is preferred.

Pay

The expected base salary for this New York, New York, United States-based position is $150000-$225000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.

Schedule

This role is based in New York, New York, United States.