Quantitative Researcher

We’re partnering with a rapidly expanding Prime / inventory trading platform seeking a senior Delta One Quant Researcher to join a front-office team focused on pricing, funding optimisation, and capital-efficient risk deployment.

This is a hands‑on role sitting close to trading, with direct impact on balance sheet usage, margin efficiency, and risk‑adjusted performance across asset classes.

You will design and enhance quantitative models supporting:

• Delta One pricing and synthetic replication strategies
• Basis, dividend and financing analytics
• Inventory and funding optimisation
• Margin, liquidity, and capital efficiency frameworks
• Tail risk and stress modelling across products

This role blends trading insight with quantitative research and real production implementation.

• 5+ years in a front‑office quant or quant‑trading capacity
• Deep understanding of Delta One markets, basis dynamics, and funding curves
• Experience building or improving margin / liquidity / capital optimisation models within a Prime or inventory trading environment
• Advanced quantitative background (stochastic modelling, optimisation, statistical methods)

• Direct front‑office exposure with measurable PnL impact
• High visibility across trading, treasury, and risk
• Compensation in excess of $500,000
• Opportunity to influence capital efficiency at platform scale
• Growing business with strong momentum

If you’re currently building Delta One models, optimising funding curves, or working on margin / liquidity frameworks within a Prime or trading environment — this is worth a conversation.