Quantitative Researcher

Total comp package upwards of $500,000 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. This is a senior, hands‑on research role focused on the design, enhancement, and validation of margin methodologies across both linear and non‑linear products. What You’ll Be Doing Designing and enhancing margin and risk models used across clearing and prime brokerage Working across OTC and exchange‑traded products Writing production‑quality Python code for model implementation and analytics Conducting independent research into margin methodologies and model improvements Partnering with engineering and business teams to integrate models into live infrastructure Contributing to model validation, documentation, and architecture discussions Direct experience building or replicating prime brokerage margin models (sell‑side) Strong understanding of margin methodologies across linear and non‑linear products Advanced statistical and probabilistic modelling skills Highly proficient in Python (production‑level coding) 5+ years of quantitative experience Degree in Mathematics, Statistics, Physics, Engineering, Computer Science or similar (graduate degree preferred) Why Consider This? High‑impact role within institutional prime brokerage infrastructure Ownership of core margin and risk frameworks Strong engineering and research culture Competitive compensation - TC packages in excess of $500,000 #J-18808-Ljbffr