Job Description:

The Quantitative Strategies Group is seeking a talented Quantitative Strategist to join our team in New York, supporting the Equity Prime Financing business. This role offers the opportunity to work in a fast-paced, dynamic environment, partnering with traders to optimize balance sheet usage, enhance inventory management, and develop advanced risk and pricing analytics.

As a VP, you will take ownership of key projects, drive innovation in trading infrastructure, and deliver solutions that directly impact profitability. This is a highly technical role requiring strong programming skills, quantitative modeling expertise, and a deep understanding of equity financing business.

Key Responsibilities

• Strategic Analytics: Partner with traders to design and implement analytics for pricing, risk, and optimization models across delta-one and financing products.
• Data Analysis: Build datasets and perform large-scale data analysis to identify trends, inefficiencies, and opportunities in equity financing markets.
• Tool/API Building: Develop P&L attribution, client profitability, and performance dashboards and various trading workflow tool. Create libraries and APIs to empower quantitative traders.
• Risk Reporting: Create and maintain risk management reports and monitoring tools for trading oversight.
• Cross-Functional Collaboration: Work closely with Technology, Finance, Risk Management and Trading teams to deliver scalable, high-impact solutions.

Candidate Requirements

• Advanced degree (MSc or PhD) in Finance, Economics, Computer Science, Applied Mathematics, Physics, Engineering, or Statistics.
• Strong programming skills in Python, C++, or KDB/Q; Experience with relational and column-based databases.
• Solid understanding of financial mathematics, derivatives, and prime brokerage/financing products.
• Knowledge with machine learning and emerging techniques such as LLM.
• Excellent communication skills; ability to present complex concepts clearly to stakeholders.

Shift:

Hours Per Week: