VP - GM Liquid Financing Quantitative Analyst
Gravitas recruits a liquid-financing quant for an unnamed investment bank. The role develops analytical models and libraries supporting front-office trading and risk decisions.
What you’d work on
Our reading of the posting: what a new hire in this role would most likely spend their first months on.
- Develop trading and risk models.
- Analyse market and pricing data.
- Maintain analytical tools for desks.
What they ask for
Required
- Quantitative modelling
- Statistical analysis
- Financial data research
- Technical communication
- Asian work authorisation
Preferred
- Delta One pricing
- Hedging
- Cross-platform development
- Jupyter or Dash
- Education
- Relevant quantitative qualifications requested; degree level unspecified.
- Experience
- Relevant experience requested; no meaningful year minimum given.
- Languages and tools
How to prepare
- Model a financing-related pricing problem.
- Test hedge sensitivity under scenarios.
- Build a reproducible analytical library.
What to study
- Financial Instruments, Markets and Conventions
- Quantitative Risk Management
- Python for Quantitative Finance
The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.
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Read the full posting on Gravitas Recruitment Group’s site before applying: requirements, location and pay can change after we check them.
View the posting on Gravitas Recruitment Group’s site ↗
SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Gravitas Recruitment Group and doesn’t handle applications.