Quantitative Researcher (New York City Metropolitan Area)

Senior Quantitative Researcher

New York (Hybrid)

Base salry up to $350,000

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

Must-Have Experience

• 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