Quantitative Researcher

Job Description

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

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• Designing and enhancing margin and risk models used across clearing and prime brokerage
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• Working across OTC and exchange-traded products
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• Writing production-quality Python code for model implementation and analytics
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• Conducting independent research into margin methodologies and model improvements
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• Partnering with engineering and business teams to integrate models into live infrastructure
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• Contributing to model validation, documentation, and architecture discussions
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Must-Have Experience

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• Direct experience building or replicating prime brokerage margin models (sell-side)
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• Strong understanding of margin methodologies across linear and non-linear products
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• Advanced statistical and probabilistic modelling skills
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• Highly proficient in Python (production-level coding)
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• 5+ years of quantitative experience
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• Degree in Mathematics, Statistics, Physics, Engineering, Computer Science or similar (graduate degree preferred)
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Why Consider This?

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• High-impact role within institutional prime brokerage infrastructure
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• Ownership of core margin and risk frameworks
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• Strong engineering and research culture
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• Competitive compensation - TC packages in excess of $500,000
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