🚀 Senior Quantitative Researcher
đź“Ť New York (Hybrid)
đź’° Base salry up to $350,000
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
🎯 Must-Have Experience
- 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
Quantitative Researcher in New York City Metropolitan Area at Radley James
This position is listed as full time and hybrid. It was posted 2 days ago.