Multiple headcounts open from mid to senior levels at a leading financial institution. The role focuses on developing trading strategies and analytics for Delta One, Prime Services, and SBL desks, while enhancing and supporting real-time platforms using Python and C++.

Key Responsibilities:

• Develop and enhance trading strategies for index/statistical arbitrage and market making.
• Provide analytics and solutions for SBL/Synthetic Swaps.
• Support and optimize existing platforms to improve accuracy and performance.
• Collaborate closely with traders and stakeholders to resolve issues and build tools.
• Design and implement new platform components and infrastructure.

Requirements:

• Bachelors or higher in computer science, math, engineering, or a related field.
• Experience in quantitative development within equity derivatives.
• Solid programming experience, strong in Python and familiar with SQL. Java and/or C++ is a plus
• Excellent problem-solving, communication, and teamwork skills.
• Self-motivated and able to thrive in a fast-paced environment.