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.

• Strong

Python

engineering background, including ML libraries

• 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
• Advanced degree in a quantitative field
• 7-12 years

in a

front office quant

role (trading, research etc)

required