12 часов назад
Junior Treasury Quant Researcher (Fintech)
150 000 - 200 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Junior Treasury Quant Researcher (Treasury Optimization): Building and enhancing quantitative models for funding efficiency and collateral allocation across global financial markets with an accent on optimization research, quantitative analysis, and production integration. Focus on designing funding and collateral models, developing metrics for margin and counterparty management, and solving complex capital-efficiency problems with Python.
Location: New York, NY, United States
Salary: $150,000–$200,000 annual base salary, plus discretionary performance-based bonuses and benefits.
Company
applies scientific computing and quantitative research to algorithmic trading and financial markets.
What you will do
- Build and enhance quantitative components of the Treasury Optimization Platform.
- Design and develop optimization models to improve funding efficiency and collateral allocation across global markets.
- Research funding and collateral modeling capabilities and identify opportunities to maximize returns.
- Collaborate with Funding, Finance, and Engineering teams to integrate research and analytics into production systems.
- Streamline cash and collateral workflows and develop metrics for funding, margin, and counterparty management.
Requirements
- Bachelor’s, Master’s, or PhD in Computer Science, Engineering, Mathematics, Statistics, Physics, Operations Research, or a related quantitative field.
- Exceptional problem-solving skills and a strong foundation in mathematical, statistical, or optimization fundamentals.
- Strong programming skills with solid experience in Python.
- Excellent cross-functional communication skills and the ability to work with engineers, researchers, and financial professionals.
Nice to have
- Experience with numerical computing or machine learning libraries such as NumPy, Pandas, PyTorch, or TensorFlow.
- Familiarity with gradient descent, linear programming, or convex programming.
- Knowledge of portfolio financing, funding mechanics, prime brokerage, or risk management frameworks.
Culture & Benefits
- Work in small, highly productive teams focused on quantitative models and strategies.
- Collaborative, open, and transparent environment that values ideas from both experienced and new employees.
- Access to a sophisticated computing environment for research and development.
- Competitive benefits package and performance-based bonuses.
- Use of AI tools during interviews or assessments is prohibited unless explicitly authorized.
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