Several Headcounts for Junior & Senior Position

Position Description

• The Equity Derivatives Quant team seeks an experienced developer for the Delta One Quant team.
• Responsibilities include covering SBL, Equity Swap trade processing, business analytics, risk control, and client reporting.
• Candidates should be familiar with the entire lifecycle of products and trade flows in physical and synthetic prime brokerage, including Equity Swap, Delta One,Stock Loan, Cash PB, Execution & Clearing, Client Reporting, Regulatory & Market Infrastructure, Risk & Margin

Key Areas of Responsibility (KRAs)

• Assist in designing and implementing pricing, risk, P&L, business analytics, and data reconciliation infrastructure.
• Enhance existing business platforms and related systems, including inventory monitoring and stock borrow loan systems.
• Support traders by resolving issues, gathering requirements, and developing tactical tools and reports.
• Design and create new components for platform extensions and enhancements.
• Collaborate daily with the trading desk, other quants, operations, risk and finance departments, and technology teams.

Requirements

• Bachelors degree or higher in computer science, mathematics, physics, engineering, or quantitative finance from a top-tier university.
• Knowledge of Prime Services, SBL, and Equity Derivatives risk and pricing.
• Strong programming skills, particularly in Python, with familiarity in SQL; Java and/or C++ experience is a plus.
• Excellent teamwork and communication skills, both verbal and written.
• Strong analytical skills and a logical approach to problem-solving in a fast-paced environment.
• Self-motivated and a lifelong learner, bringing enthusiasm and positivity when discussing architectural solutions.