Position Description
The Equity Derivatives Quant team is looking for an experienced developer to join our Delta One Quant team which covers SBL Equity Swap trade processing business analytics risk control inventory management and client reporting.
This role requires the candidate to become deeply familiar with the endtoend lifecycle of products and trade flows across physical and synthetic prime brokerage including Equity Swaps Stock Loan Prime Brokerage Execution & Clearing Client Reporting Regulatory & Market Infrastructure Risk & Margin and inventory optimization.
Requirements
- Bachelors degree or above in Computer Science Mathematics Physics Engineering or Quantitative Finance from a top-tier university.
- 4 years of experience and knowledge of Prime Services SBL Equity Derivatives risk and pricing; exposure to inventory management or stock borrow/loan optimization is a plus.
- Solid programming experience strong in Python and familiar with SQL; Java and/or C is a plus.
- GUI development experience (e.g. web-based dashboards or front-end for traders) is a strong plus.
- Good teamwork and communication skills both written and oral.
- Strong analytical skills and a logical approach to problem solving; ability to work in a fast-paced environment liaising with demanding stakeholders to understand complex requirements and to prioritize work under pressure with minimal supervision for the level of experience.
- Self-motivated self-driven and a lifelong learner able to bring positivity and enthusiasm to propose potential solutions for architectural and design considerations including those related to inventory and funding optimization
- Candidate with less experience would consider hiring as analyst
Position Description The Equity Derivatives Quant team is looking for an experienced developer to join our Delta One Quant team which covers SBL Equity Swap trade processing business analytics risk control inventory management and client reporting. This role requires the candidate to become deeply f...
Position Description
The Equity Derivatives Quant team is looking for an experienced developer to join our Delta One Quant team which covers SBL Equity Swap trade processing business analytics risk control inventory management and client reporting.
This role requires the candidate to become deeply familiar with the endtoend lifecycle of products and trade flows across physical and synthetic prime brokerage including Equity Swaps Stock Loan Prime Brokerage Execution & Clearing Client Reporting Regulatory & Market Infrastructure Risk & Margin and inventory optimization.
Requirements
- Bachelors degree or above in Computer Science Mathematics Physics Engineering or Quantitative Finance from a top-tier university.
- 4 years of experience and knowledge of Prime Services SBL Equity Derivatives risk and pricing; exposure to inventory management or stock borrow/loan optimization is a plus.
- Solid programming experience strong in Python and familiar with SQL; Java and/or C is a plus.
- GUI development experience (e.g. web-based dashboards or front-end for traders) is a strong plus.
- Good teamwork and communication skills both written and oral.
- Strong analytical skills and a logical approach to problem solving; ability to work in a fast-paced environment liaising with demanding stakeholders to understand complex requirements and to prioritize work under pressure with minimal supervision for the level of experience.
- Self-motivated self-driven and a lifelong learner able to bring positivity and enthusiasm to propose potential solutions for architectural and design considerations including those related to inventory and funding optimization
- Candidate with less experience would consider hiring as analyst
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