Vice President, Quantitative Researcher

The Company is seeking a Vice President, Quantitative Researcher to join its quantitative analytics group and support the Prime Services business. The successful candidate will be responsible for the design, calibration, and maintenance of quantitative models and analytical libraries, with a focus on linear equity derivatives and related asset classes. This role involves direct partnership with trading desks to optimize trading workflows, calibrate market data, and manage market and counterparty risk. The Vice President will also be expected to conduct in-depth data analysis, and statistical modeling, and provide technical and strategic leadership within the team. Applicants must have a Master’s or PhD in a quantitative field such as financial mathematics, physics, mathematics, computer science, or engineering, and a minimum of 5 years of experience in a similar role. A strong foundation in probability, stochastics, statistics, and numerical methods is essential, as is advanced proficiency in Python and working knowledge of C++ or other object-oriented languages. The ideal candidate will have a solid understanding of linear equity derivatives, equity ETFs, and FX/IR hedges, and experience in areas such as Delta 1 pricing, hedging, market making, or portfolio optimization. Excellent communication, critical thinking, and problem-solving skills are also required, along with the ability to mentor junior team members and ensure robust risk control governance.