Prime Services Quant

New York, NY

This group drives major business decisions and runs business critical systems in the following areas: Client Analytics, Securities Lending & Funding, and Risk. This position focuses Securities Lending & Funding and sits directly on the Securities Lending Desk in Prime Brokerage. The team builds and maintains real-time and scalable trading, pricing, risk, inventory management and funding platforms.

 

 

Responsibilities

 

  • Deep understanding of equities markets including equities options, futures and interest rates.
  • Work on securities lending trading, pnl estimation and risk management platforms; optimizing inventory; developing analytics for pnl, trade flows and supply/cost of borrowing securities.
  • Understanding the trade flows and business, and implement logic to automate them.
  • Implement new or enhance existing models to enable new activity, onboard new markets and clients.

 

 

Requirements

 

  • BS or MS in Computer Science/Physics/Engineering background, including a solid understanding of statistics and probability
  • Programming skills in Python, C++, Java or equivalent language
  • Analytical thinking
  • Ability to work as part of a global team and deliver results quickly
  • Comfortable working on multiple projects
  • Equities market and front office experience working with Trading & Sales
  • Strong verbal and written communication skills
  • 3 or more years of programming experience

 

 

 

Note: Qualified candidates will be contacted within 2 business days of application. If an applicant does not meet the above criteria, we will keep your resume on file for future opportunities and may contact you for further discussion.

Date Posted 2/7/2019
Salary Open






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