Description

You will own cross-margining models and quantitative implementations for prime brokerage and derivatives markets.

This role is hybrid.

Responsibilities

• Derive mathematical formulas and implement them in Python and SQL.
• Identify and resolve issues and limitations within quantitative models.
• Apply probability, statistics, and stochastic modeling to capital markets problems.
• Utilize AI coding tools to accelerate development workflows.
• Design and maintain counterparty credit risk models.

Required Skills

• Expert-level Python programming.
• Strong SQL skills.
• Deep understanding of cross-margining in prime brokerage or derivatives markets.
• Experience with quantitative and capital markets models.
• Strong knowledge of probability, statistics, and stochastic modeling.
• 5+ years of professional experience.
• Bachelor's degree in a quantitative field.

Preferred Skills

• Experience with prime brokerage or margin methodology design.
• Knowledge of counterparty credit risk models (PFE, EE, EAD).
• Familiarity with equities, commodities, energy, and structured derivatives.

Key Skills

Education

Bachelor's degree