Quantitative Researcher

We are looking for Delta One Quants looking to move into something high impact, high ownership in a greenfield front office setting, building out the new delta one PB function from the ground up. This is a hands on, inventory / delta one trading role focusing on pricing, execution and quant risk modelling, integrating inventory management, funding optimisation and quant modelling to improve risk adjusted return performance and capital efficiency. Responsibilities Build, maintain and own delta one and inventory trading models Build and enhance margin, risk and capital optimisation frameworks Collaborate closely with risk, treasury, engineering teams to strengthen funding, balance sheet and liquidity management Requirements Expert level knowledge of D1 (Delta One) Products and markets including synthetic replication, funding curves, basis, etc. Knowledge of cloud environments Skills on SQL, C++ Git preferred Expertise across Stochastic modelling, optimisation and Bayesian methods Cross margin and capital efficiency frameworks optimisation expertise 7-12 years in a front office quant role (trading, research etc) required #J-18808-Ljbffr Radley James