Quantitative Researcher
3 weeks ago
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.
- Implement scalable, supportable models for capital and liquidity management in collaboration with the Engineering team.
- Develop historical analysis and perform data research to back capital & liquidity models.
- Ensure balanced focus on internal management and external reporting for both capital and liquidity.
- Deploy production-grade code and manage data pipelines as a full-time member of the Engineering team.
- Work 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.
- Proven ability in building and integrating processes into the firm’s strategic architecture, with a focus on capital and liquidity.
- Excellent communication skills, capable of bridging quantitative and non-quantitative teams.
- Autonomous working capability, effective in a distributed team environment.
- Proficiency in large-scale, production-grade coding.
- Creative 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.
- Minimum 8 years of experience in quantitative finance and engineering roles.
- Proven experience in regulatory interpretation and reporting, especially in IFPR, EMIR regimes, and their application to prime brokerage, secured financing, and digital assets.
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