Quantitative Trading and Research – Prime Financial Services – Associate Vice President

The Prime Financial Services (PFS) QTR teams mission is to develop and maintain sophisticated mathematical models methodologies and production infrastructure to help the Prime business thrive across cash stock borrow/loan and synthetic financing.

As aVice President / Associatein PFS Quantitative Trading & Research team you will work closely with PFS stakeholders (trading technology and risk) to identify opportunities totransform automate and optimizetrading and risk/pricing workflows. The role covers bothtraditional prime inventory/collateral optimizationandsystematic trading and risk management from research and prototyping through production deployment monitoring and performance analysis. Strong communication and ownership are critical as you will regularly translate quantitative ideas into business impact and partner directly with senior desk stakeholders.

Job Responsibilities

• Partner with PFS desks to builddata-driven analyticsthat automate and optimizerisk inventory and financing decisions.
• Research and developsystematic strategies(signals hedging execution logic) supporting inventory trading risk hedging and client analytics.
• Buildportfolio optimizationframeworks for prime inventory financing books and hedging overlays (including constraints transaction costs and risk limits).
• Devise solutions forsystematic book managementand improved stability/usage of collateral and inventory.
• Contribute to the full lifecycle: idea generation research prototype production implementation controls monitoring and performance attribution.
• Performscenario analysis post-trade analysis and investigations into model/algorithm behavior and historical performance.
• Build robust maintainable quant libraries and pipelines integrated into the broader PFS ecosystem and tooling.
• Deliver quantitative insights that improve desk decision-making and operational efficiency.
• Maintain appropriate governance and control functionality for models and analytics in production.

Required Qualifications Capabilities and Skills

• Advanced degree (Masters/PhD or equivalent) in a quantitative discipline (Math Stats Physics Engineering Computer Science or similar).
• Experience in quantitative modeling in equities or closely related asset classes.
• Strong understanding ofstatistics financial mathematics and optimization(linear/convex/conic optimization preferred).
• Familiarity with PFS products (stock loan/borrow cash financing synthetic financing) and related market microstructure.
• Demonstrated ability to work with large complex high-dimensional data and deliver production-quality analytics.
• Strong software engineering skills with proficiency inPythonand capabilities in efficiently delivering solutions leveraging Generative AI models.
• Experience with research-to-production delivery including testing monitoring and performance measurement.
• Ability to communicate complex quantitative concepts clearly to trading and senior stakeholders.
• Strong ownership mindset drive and ability to work in a front-office environment.

Preferred Qualifications Capabilities and Skills

• Experience applyingmachine learningmethods to trading forecasting or risk problems.
• Prior work on execution algorithms transaction cost modeling or alpha/risk signal research.
• Experience with portfolio construction under real-world constraints (limits liquidity costs borrow/financing constraints).
• Knowledge ofkdb/qis preferred (or willingness to learn quickly).
• Knowledge ofCis a plus.