Job Title

We’re hiring for a Quantitative Strategist to join a top-performing Emerging Markets Delta One (EMD1) desk at a global multi-strategy investment firm. This role sits within a centralized Quant Strat team supporting Equity Volatility trading, with a focus on building scalable tools and models for pricing, risk, and PnL attribution.What you’ll be doingYou’ll work closely with traders and PMs to support the desk’s equity vol strategies, taking ownership of modelling and infrastructure across:Volatility surface construction and calibrationPricing and risk analytics for vanilla and exotic equity derivativesDividends and funding model developmentDaily PnL explanation and attributionCentralised Python libraries for valuation and riskWhat they're looking for:Strong Python development skills in a production environmentExperience supporting volatility trading or delta one desksSolid understanding of equity derivatives and risk representationExposure to dividends, funding, and PnL modellingAbility to collaborate effectively with traders, PMs, and fellow quants