The Prime Financing QR team's mission is to develop and maintain sophisticated mathematical models, cutting-edge methodologies and infrastructure to help the Prime business thrive.

As a Vice President in the Quantitative Research (QR) for Prime Synthetics business, you will identify opportunities to transform, automate and optimize our trading operations and to define and implement cutting-edge next generation analytics to support this business transformation. We cover Prime Finance and Clearing (PFS) businesses and work closely with traders to develop data-driven solutions such as algorithmic trading signals and strategies, risk models, portfolio optimization – and to combine them into automated trading processes or trading algorithms and integrate them with the whole PFS eco-system.

Communication skills and drive are critical for this role as we expect the candidate to actively engage with the business and act as a culture carrier for modern data-driven methods and business automation.

Job responsibilities:

Work closely with Prime Synthetics Trading desks to build analytics and data-driven processes that automate and optimize risk and inventory trading quantitatively. This includes: alpha research for portfolio optimization, risk hedging and client analytics Build trading analytics and algorithmic trading strategies such as portfolio optimization, inventory trading strategies, risk hedging strategies for the Synthetics trading desks.Identify business opportunities and contribute to the entire lifecycle from idea generation to production: perform research, design prototype, implement analytics and strategies, monitor daily usage and analyze performanceSupport trading activity by investigating model and algorithm behavior (scenarios and post trade analysis, historical behavior)Devise hedging and trading strategies and build execution logic

 

Required Qualifications, Capabilities and Skills 

PhD or Master’s Degree in a quantitative discipline from a top-tier institutionExperience in systematic quantitative trading in Equity or related asset classesStrong written and verbal communication skills, ability to convey the ideas behind complex research in a clear and precise mannerA thorough understanding of algorithmic trading and knowledge of Delta 1 & Equity Derivatives productGood expertise in statistical modelling & optimization, including standard models, linear, convex & conic optimization)A strong coding background with proficiency in Python and relevant quantitative packages (numpy, pandas). Ability to manipulate and analyze complex, large scale, high-dimensionality data from multiple sources. Knowledge of KDB/Q expected.

 

Preferred Qualifications  Capabilities and Skills 

Experience with Machine Learning modelling is a plus.