Strategist - Capital Pricing, Structuring & Strategy

About the Role:

A hybrid role at the intersection of quantitative strats work and front-office commercial decision-making. You will price capital- and funding-intensive transactions alongside sales, structuring and GCM, and build the models, analytics and tooling that make that pricing scalable and repeatable. You will develop deep expertise in how capital, funding and liquidity regimes translate into the economics of a trade - a scarce skill set with broad onward paths across FRS, Strats and the trading businesses.

What You Will Do / Responsibilities:

• Price capital- and funding-intensive transactions, with a focus on corporate derivatives and structured financing.
• Work with sales, structuring and GCM to structure trades optimally - thinking through client requests, carry profiles and cash flows - to make the pricing work.
• Advise business heads on the impact of regulatory and internal resource hurdles, and on optimizing the product footprint to maximize returns.
• Support SFT / GSIB / NSFR optimization; track overborrow, funding inefficiencies and margin concentration, and partner with desks, ops and strats to drive fixes to closure.
• Build tools that automate valuation and risk metrics for repos, stock loans and total return swaps, and for the swaps and options used in pricing capital hurdles.
• Own pricing, reporting and analytical frameworks end to end, including dashboards that track and forecast capital, margin, funding and liquidity metrics for traders and business operators.
• Build a working knowledge of capital, funding and liquidity rules and models, and translate them into analysis the business can act on.
• Partner with technology to deliver robust, scalable, production-ready solutions, and keep communication with GCM, Controllers, Corporate Treasury, Finance, Risk and regional counterparts tight and decision-oriented.

Skills Required:

• Experience: 2-5 years at an investment bank or similar institution, in a role requiring both programming skills and an understanding of financial products.
• Technical: Python (Pandas, NumPy) and strong Excel; clean, maintainable code and reproducible workflows rather than one-off scripts.
• Quantitative: Solid financial mathematics - discounting, curves, derivative valuation and risk sensitivities.
• Products: Derivatives, plus working knowledge of repo / stock loan / SFT, CCP margin, and collateral and liquidity drivers.
• Capital regimes: Familiarity with RWA, CCAR, GSIB, NSFR and LCR, and with balance sheet and funding models.
• Communication: Ability to summarize complex problems and detailed analysis with clarity and brevity, in writing and in person, for busy stakeholders.
• Mindset: Ownership and a bias for action; frames ambiguous problems, proposes options with trade-offs, and follows through. Integrity in handling confidential information.

Nice to Have:

• q / KDB+, Git, Scala or Java, Power BI or Tableau, or exposure to Data Fabric and other firm data platforms.
• Exposure to XVA or capital and funding valuation adjustments, or to derivative pricing libraries.