Asset & Wealth Management – Quantitative Equity Solutions – Options Portfolio Management – Associate

Asset & Wealth Management – Quantitative Equity Solutions – Options Portfolio Management – Associate

Requirements

• 2+ years of professional experience with equity option strategies, preferably with trading experience and exposure to equity vol products
• Undergraduate and/or graduate degree in mathematics, computer science, financial engineering, or other STEM-related background
• Computer programming experience (e.g., Matlab, Python, R, Java, C / C++)
• Creative, diverse problem-solving skills, solid economic intuition, good commercial instinct and interest in equity derivatives markets
• Exceptional attention to detail, careful/thorough, well organized, effective time management
• Thrive in a team-oriented and collaborative environment and brings a great attitude to work
• Excellent communication skills

Responsibilities

• Manage equity option portfolios in separately managed accounts (SMAs) on a daily basis and rebalance to adhere to their respective mandates
• Work with trading team to execute various classes of equity derivative linked transactions through multiple venues
• Analyze portfolio risks at the business and client levels using various quantitative techniques such as Risk and PnL attribution and Greek based portfolio analysis (Delta/Gamma/Theta/Vega)
• Monitor and enhance existing option strategies and design new strategies leveraging statistical techniques in research projects
• Work with engineering teams to refine and integrate option research ideas into production portfolio management systems, including detailed technical design specifications and testing
• Collaborate with client portfolio managers to incorporate investor needs in investment strategy design, joining meetings with financial advisors and end clients as appropriate

Preferred Qualifications

No preferred qualifications provided.