Quantitative Associate at MerQube

📋 Description

• Model, backtest, and launch index strategies focused on options and systematic investing.
• Develop scalable, data-driven financial solutions with Python.
• Build and maintain MerQube engines and index strategies.
• Support daily and historical index calculations, testing, and automation.
• Collaborate with Financial Engineering and Platform Engineering teams to improve workflows.
• Automate recurring research, backtesting, and production tasks.

🎯 Requirements

• Bachelors or Masters in CS, Engineering, Finance, Math, Economics, Stats, or Data Science.
• 4-6 years in quantitative finance, index research, financial engineering, or software.
• Strong Python skills for financial modeling and backtesting.
• Knowledge of financial markets, equities, derivatives, and index products.
• Strong understanding of options: pricing, Greeks, volatility, payoff structures, and portfolio applications.
• Experience with large data sets and Python libraries such as Pandas and NumPy.

🎁 Benefits

• Fast-growing fintech at the forefront of index innovation.
• Real-world financial engineering problems across indices and institutional strategies.
• Collaborative, mentorship-driven environment.
• Opportunity to build expertise in Python, quantitative finance, options, and index strategy development.
• Competitive compensation and benefits.