Quantitative Strategist Job Description Template

The quantitative strategist sits between research, trading and clients, building the analytics and frameworks that turn quantitative work into decisions. The role is common on sell side desks and increasingly on the buy side, covering pricing, hedging, execution analytics and bespoke analysis for specific trades. It suits people who enjoy explaining quantitative results as much as producing them.

Typical Duties and Responsibilities

• Develop analytics supporting pricing, hedging and execution decisions
• Build models for specific trades, structures or client requirements
• Produce research and analysis for traders and portfolio managers
• Maintain and improve pricing and risk libraries
• Analyze market structure, liquidity and flow patterns
• Explain model behavior and limitations to non quantitative colleagues
• Support new product launches with the required analytics
• Automate recurring analysis and reporting
• Validate model output against market observations
• Document methodology for internal review

Education

• Master’s or PhD in a quantitative discipline

Required Skills and Experience

• 3+ years in a strategist, quant or structuring role
• Strong mathematics including stochastic calculus where relevant
• Proficiency with Python and comfort with production code standards
• Understanding of derivatives pricing and hedging
• Ability to communicate quantitative results to traders and clients
• Experience building analytics people rely on commercially
• Careful validation of model output
• Comfort working at pace on a trading floor

Preferred Qualifications

• Experience with a specific asset class such as rates, credit or equity derivatives
• Prior sell side desk experience