Master's degree in quantitative finance or related field
Strong python skills for back-testing and data analysis
The Equity Delta One Structuring team designs, implements, and maintains systematic equity strategies and factor-based indices for institutional clients
Job Summary
The Equity Delta One Structuring team designs, implements, and maintains systematic equity strategies and factor-based indices for institutional clients.
This role involves conducting historical back-testing, developing investable equity indices, and partnering closely with trading desks to ensure strategies are liquid and hedgeable.
Employees are eligible for an annual discretionary award based on individual performance and the overall success of the Company.
Matching Summary
The Equity Delta One Structuring team designs, implements, and maintains systematic equity strategies and factor-based indices for institutional clients.
Salary
Base: $175,000.00 annualized; Bonus/Equity: Discretionary incentive eligible; Benefits: Industry-leading benefits and paid time off
Skills & Requirements
Must-have
3+ years Delta One structuring experience
Master's degree in Quantitative Finance or related field
Strong Python skills for back-testing and data analysis
Expertise in equity factor investing strategies
Experience with portfolio construction and rebalancing
Nice-to-have
Intuition for equity market microstructure
Ability to translate research into tradable portfolios
Comfort working with traders and senior stakeholders
High level of ownership in front-office environment
Key Requirements
3+ years experience in Delta One structuring or quantitative portfolio construction
Master's degree in Quantitative Finance, Financial Engineering, Mathematics, Statistics, or Engineering
Advanced Python skills for research and time-series analysis