Senior Quantitative Analyst

4 weeks ago


New York, New York, United States Selby Jennings Full time

This is a highly sought-after role for a seasoned quant professional to join our team as a Senior Quantitative Analyst in the Delta One division. As a key member of our trading desk, you will be responsible for supporting Portfolio Managers in their daily operations and collaborating closely with the operations department on data analysis, trade booking, and risk management.

Key Responsibilities:

  • Trade Bookings and Blotter Management: Provide timely and accurate trade bookings and blotter management support to Portfolio Managers, ensuring seamless execution of trades and maintaining up-to-date records.
  • P&L Inquiries and Position Management: Oversee P&L inquiries within PMs' trade systems, identify areas for cost optimization, and implement process improvements to enhance position management.
  • Risk Reduction through Automation: Develop and implement automation solutions to reduce operational risk and improve efficiency in trade lifecycle events.
  • Risk & Attribution Reporting: Work closely with Portfolio Managers to design and deliver risk & attribution reports, providing actionable insights to inform investment decisions.
  • Cash Balance and Trader/Position Management: Manage cash balances, traders' positions, and future rolls, ensuring accurate and efficient management of assets.

Requirements:

  • Minimum 3 years of experience supporting Portfolio Managers or a trading desk.
  • Strong understanding of Delta One and Equity Derivatives products (forwards, swaps, futures).
  • Expert-level skills in Python, Excel, and VBA programming languages.
  • Operational risk & trade life cycle events experience/knowledge as it impacts P&L.

The ideal candidate will possess excellent analytical, communication, and problem-solving skills, with a strong ability to work collaboratively in a fast-paced environment. With a competitive salary range of $120,000 - $180,000 per annum, this role offers a unique opportunity to grow your career in a dynamic industry. Join Selby Jennings, a multi-award-winning global recruitment organization, and tap into our extensive network of financial professionals.


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