Assoc/AVP, Quantitative Strategist (Volatility & Portfolio Construction)

Volatility

• Collaborate with portfolio managers on the end-to-end development and management of option strategies in Equities, Fixed Income and Commodities
• Apply scientific methods to generate volatility insights and integrate them with the team's risk management and portfolio construction processes

Portfolio Construction & Management

• Design and implement top-down portfolio construction frameworks for cross-asset portfolios; develop and maintain quantitative models to support strategy allocation decisions
• Identify, measure, and manage portfolio risks using quantitative methods, ensuring alignment with investment objectives and risk tolerance

What qualifications or skills should you possess in this role

• A degree in a technical or quantitative discipline (e.g., engineering, physics, computer science, mathematics) - any level welcome, from Bachelor's to Ph.D.
• Intermediate programming skills in at least one scripting language (preferably Python or R) or a compiled language (C/C++, Java)
• Deep understanding of financial markets, risk models, and investment strategies across various asset classes
• Strong analytical and problem-solving skills, with the ability to interpret complex data and develop actionable insights
• Experience working on volatility strategies and data will be preferred