Quantitative Researcher

About the role

Design, enhance, and validate margin and risk models for prime brokerage and clearing across OTC and exchange-traded products. Implement models and analytics in production-quality Python, conduct independent research, and collaborate with engineering and business teams on integration, documentation, and architecture. Requires direct sell-side experience building or replicating prime brokerage margin models, strong knowledge of margin methodologies for linear and non-linear products, and advanced statistical and probabilistic modeling skills. Candidates should have at least five years of quantitative experience, production-level Python proficiency, and a degree in a relevant quantitative field; a graduate degree is preferred.