Quantitative Researcher

Radley James; New York (NY); Presencial; USD 500 000 - 600 000; Tempo integral

Resumo da oferta

Radley James is partnering with a leading institutional financial platform to recruit a Senior Quantitative Researcher focused on margin methodologies across prime brokerage and clearing. The role entails hands-on research, model design, validation, and integration into live infrastructure.

The candidate will design and enhance models for linear and non-linear products, implement production-grade Python code, and work with cross-functional teams to advance risk frameworks.

Qualificações

• 5+ years of quantitative experience.
• Strong understanding of margin methodologies across linear and non-linear products.
• Hands-on research design, validation and implementation of margin models.

Responsabilidades

• Designing and enhancing margin and risk models for clearing and prime brokerage.
• 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).

Conhecimentos

Python

Statistical modelling

Quantitative analysis

Margin modelling

Risk modelling

Model validation

Prime brokerage

Formação académica

Graduate degree in Mathematics/Statistics/Physics/Engineering/CS

Ferramentas

Python

Descrição da oferta de emprego

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