Global Fintech New York City Metropolitan Area
This is a unique opportunity for a talented hands-on quant developer to join a leading global fintech disrupting and changing prime services within the capital markets.
Director | Experienced Headhunter specialising in Quant Trading Technology at Radley James
Primary Accountabilities / Responsibilities:
- Manage and mentor a team of quantitative developers and researchers.
- Take ownership of the design, development, and implementation of quantitative models, including risk and margin models.
- Architect and oversee the development of scalable, high-performance production systems for margin and risk calculations.
- Review and optimize code, research methodologies, and system architectures to ensure robustness, efficiency, and accuracy.
- Maintain a hands-on approach, including writing production-quality code, conducting research, and contributing to system development.
Must-Haves:
- Extensive expertise in quantitative development, particularly in the design and implementation of risk and margin models for clearing and prime brokerage.
- Strong proficiency in Python, with the ability to write production-grade code.
- Deep knowledge of probability, statistical modeling, and computational techniques.
- Experience leading high-performing engineering or quant development teams.
- Proven ability to independently conduct research, design and optimize models, and effectively communicate complex quantitative concepts.
- Track record of being hands-on while simultaneously managing a team and setting strategic direction.
Nice-to-Have:
- Experience with parallel computing frameworks such as Dask, Ray, or (Py)Spark.
- Strong familiarity with various database technologies and best practices.
- Experience with AWS and cloud-based computing infrastructure.
- Exposure to event-driven architectures, including Kafka.
Minimum Qualifications:
- Degree in a technical or quantitative discipline (e.g., Mathematics, Physics, Statistics, Electrical Engineering, or Computer Science). Preference for a graduate degree.
- Extensive experience working with risk and margin models on the sell-side, particularly in prime brokerage and clearing.
- Prior experience leading a team of quant developers and researchers in a high-performance setting.
- 10+ years of experience in quantitative development, risk modeling, or a closely related field.
- Proven experience architecting and building large-scale, high-fidelity, distributed computing systems.
Additional Nice-to-Have:
- Experience in both a top-tier buy-side institution and a top-tier technology company.
- Hands-on experience designing and implementing large-scale distributed systems.
Seniority level
Director
Employment type
Full-time
Job function
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