Quantitative Researcher

Radley James; New York (NY); On-site; USD 200,000 - 300,000; Full time

Job summary

Radley James is seeking a Delta One Quant for a hands-on, high-ownership front office build-out in a greenfield delta-one environment. The role centers on pricing, execution and quant risk modelling while integrating inventory management, funding optimisation and capital efficiency to drive risk‑adjusted returns.

You will build, maintain and own delta‑one and inventory trading models; develop margin, risk and capital optimisation frameworks; and collaborate closely with risk, treasury and

Qualifications

• Expert level knowledge of D1 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

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

Skills

SQL

C++

Git

Stochastic modelling

Bayesian methods

Optimization

Quant risk

Job description

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