This is an opportunity for an experienced Quant Researcher to join a leading multi-asset prime brokerage and clearing firm.
Primary Accountabilities / Responsibilities
* Develop and prototype models for regulatory capital calculation and liquidity stress testing, compliant with various jurisdictions.
* Implement scalable, supportable models for capital and liquidity management in collaboration with the Engineering team.
* Develop historical analysis and perform data research to back capital & liquidity models.
* Ensure balanced focus on internal management and external reporting for both capital and liquidity.
* Deploy production-grade code and manage data pipelines as a full-time member of the Engineering team.
* Work closely with Risk, Structuring, Finance, and Compliance teams for regulatory interpretations, focusing equally on capital and liquidity management.
Knowledge, Skills & Abilities
* Strong data science skills, particularly in Python and SQL, for data manipulation and model development.
* Proven ability in building and integrating processes into the firm’s strategic architecture, with a focus on capital and liquidity.
* Excellent communication skills, capable of bridging quantitative and non-quantitative teams.
* Autonomous working capability, effective in a distributed team environment.
* Proficiency in large-scale, production-grade coding.
* Creative and independent problem-solving skills, with the ability to communicate complex ideas clearly.
Education & Experience
* Degree in a technical or quantitative subject, with a strong preference for a graduate degree.
* Minimum 8 years of experience in quantitative finance and engineering roles.
* Proven experience in regulatory interpretation and reporting, especially in IFPR, EMIR regimes, and their application to prime brokerage, secured financing, and digital assets.