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, including Equity Swaps, Stock Loan, Prime Brokerage, Execution & Clearing, Client Reporting, Regulatory & Market Infrastructure, Risk & Margin, and inventory optimization.
You will work within a system comprising numerous Python services producing real-time outputs and interaction with execution platform. The role also involves supporting quantitative research initiatives—such as inventory utilization analysis, funding and financing optimization, and balance-sheet–efficient trade structuring—leveraging large datasets to drive better decision-making, as well as performing code review and verification to ensure that prototypes and models meet the robustness, performance, and integration standards required for production deployment.
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.