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Quantitative Researcher

4 months ago

Camden Area, United Kingdom Fin-tech Full time
This is an opportunity for an experienced Quant Researcher to join a leading multi-asset prime brokerage and clearing firm.

Primary Accountabilities / Responsibilities

Develop and prototype models for regulatory capital calculation and liquidity stress testing, compliant with various jurisdictions.nImplement scalable, supportable models for capital and liquidity management in collaboration with the Engineering team.nDevelop historical analysis and perform data research to back capital & liquidity models.nEnsure balanced focus on internal management and external reporting for both capital and liquidity.nDeploy production-grade code and manage data pipelines as a full-time member of the Engineering team.nWork closely with Risk, Structuring, Finance, and Compliance teams for regulatory interpretations, focusing equally on capital and liquidity management.

Knowledge, Skills & Abilities

Strong data science skills, particularly in Python and SQL, for data manipulation and model development.nProven ability in building and integrating processes into the firm’s strategic architecture, with a focus on capital and liquidity.nExcellent communication skills, capable of bridging quantitative and non-quantitative teams.nAutonomous working capability, effective in a distributed team environment.nProficiency in large-scale, production-grade coding.nCreative and independent problem-solving skills, with the ability to communicate complex ideas clearly.

Education & Experience

Degree in a technical or quantitative subject, with a strong preference for a graduate degree.nMinimum 8 years of experience in quantitative finance and engineering roles.nProven experience in regulatory interpretation and reporting, especially in IFPR, EMIR regimes, and their application to prime brokerage, secured financing, and digital assets.