Associate, Quant Developer, Delta One, Equity Derivatives

Role Overview

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 end-to-end lifecycle of products and trade flows across physical and synthetic prime brokerage.

What You Will Do

Assist in the design and implementation of pricing, risk, P&L, business analytics, inventory metrics, and data reconciliation infrastructure. Conduct quantitative research related to inventory optimization, Equity swap and SBL profitability, balance sheet and capital usage, and trade flow, revenue, and risk analytics.

Why It Might Be a Fit

A successful candidate will gain exposure to both new and complex technologies as well as in-depth Delta One, Prime Services, and inventory management business knowledge. Strong analytical skills and a logical approach to problem solving are required.

Requirements

• Bachelor’s 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
• Solid programming experience, strong in Python and familiar with SQL
• 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