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Senior Quantitative Researcher New York (Hybrid) Base salry up to $350,000 We’re partnering with a leading institutional financial platform seeking a Senior Quantitative Researcher to strengthen its risk and margin modelling capabilities across prime brokerage and clearing. This is a senior, hands-on research role focused on the design, enhancement, and validation of margin methodologies across both linear and non-linear products.
What You’ll Be Doing:
  • Designing and enhancing margin and risk models used across clearing and prime brokerage
  • Working across OTC and exchange-traded products
  • Writing production-quality Python code for model implementation and analytics
  • Conducting independent research into margin methodologies and model improvements
  • Partnering with engineering and business teams to integrate models into live infrastructure
  • Contributing to model validation, documentation, and architecture discussions
Must-Have: Experience Direct experience building or replicating prime brokerage margin models (sell-side) Strong understanding of margin methodologies across linear and non-linear products Advanced statistical and probabilistic modelling skills Highly proficient in Python (production-level coding) 5+ years of quantitative experience Degree in Mathematics, Statistics, Physics, Engineering, Computer Science or similar (graduate degree preferred) Why Consider This? High-impact role within institutional prime brokerage infrastructure Ownership of core margin and risk frameworks Strong engineering and research culture Competitive compensation - TC packages in excess of $500,000

Also on the board Same function, level within a rung

Level

Senior

Salary

$350,000 per year

Location

Glens Falls, NY

Occupation

Financial Quantitative Analysts

Industry

Investment Banking and Securities Intermediation

Posted

2 days ago

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