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.
- 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.
- 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.