VP Quant Analyst - RIsk & Margin

Vice President, Quantitative Analyst - Risk \& Margin (New York)

Are you a quant with deep expertise in risk analytics, margin methodology development, and quantitative modelling?

We're seeking a

Vice President, Quantitative Analytics

to join a Liquid Financing team, partnering closely with Risk stakeholders to develop and enhance client margin frameworks, exposure monitoring models, and risk methodologies across a range of financing products.

Key Responsibilities

• Develop, maintain, and enhance margin methodologies across Liquid Financing products.
• Build quantitative models and analytics used to monitor client exposures and portfolio risk.
• Partner with Risk and senior business stakeholders on risk and margin-related initiatives.
• Deliver analytical solutions to support day-to-day risk management and strategic projects.
• Drive model implementation and quantitative tooling using Python and modern development practices.

Requirements

• Strong experience within quantitative risk, margin, financing, prime brokerage, XVA, treasury, or related markets businesses.
• Recent hands-on experience applying stochastic calculus, conditional probability, and quantitative risk modelling techniques in a commercial environment.
• Demonstrable experience developing, enhancing, validating, or governing margin methodologies, including exposure modelling, stress testing, collateral analytics, initial margin, and/or variation margin frameworks.
• Experience with fixed income and/or equity products and associated quantitative models.
• Advanced Python programming skills and experience with object-oriented development.
• Strong understanding of calculus, probability theory, statistics, and quantitative modelling.
• Excellent communication skills with the ability to explain complex quantitative concepts to both technical and non-technical stakeholders.

Preferred Experience

• Prime Brokerage, XVA, Corporate Treasury, Repo, Margin Lending, Futures, or Equity Options experience.
• Knowledge of margin methodologies, stress scenarios, and risk framework design.
• Experience with AWS, Kubernetes, CI/CD practices, workflow automation, and databases.
• Experience with Jupyter, Dash, APIs, and data visualisation tools.
• Familiarity with AI-assisted software development tools

This is an excellent opportunity for a hands-on quant who enjoys combining rigorous mathematical modelling with practical risk and margin management challenges.