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Senior Quantitative Researcher New York (Hybrid) We're partnering with a leading institutional financial platform seeking a Senior Quantitative Researcher to strengthen its risk and margin modelling capabilities across prime brokerage and clearing. Designing and enhancing margin and risk models used across clearing and prime brokerage Writing production-quality Python code for model implementation and analytics Direct experience building or replicating prime brokerage margin models (sell-side)~ Highly proficient in Python (production-level coding)~Degree in Mathematics, Statistics, Physics, Engineering, Computer Science or similar (graduate degree preferred) Ownership of core margin and risk frameworks

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Level

Senior L5

Location

New York, NY

Occupation

Financial Quantitative Analysts

Industry

Investment Banking and Securities Intermediation

Posted

yesterday

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