Applied Mathematician — Electronic Trading & Quantitative Finance

Applied Mathematician role focusing on market problems where mathematics matters: hedging multi-billion-dollar transactions, optimizing bond inventories, and building models to price and hedge hundreds of instruments using stochastic control, numerical methods, and empirical data. Responsibilities include formulating models, challenging assumptions, performing statistical analyses, writing simulations, and turning insights into profitable trading policies and risk-management tools. Candidates should move between theory, computation, and empirical evidence, with strong mathematical maturity, ability to reason from first principles, and proficiency in programming to turn ideas into working models. Preferred background spans applied mathematics, statistics, operations research, probability, theoretical physics, or stochastic control; knowledge of derivatives pricing and credit default swaps is a nice-to-have. Expect collaboration across trading desks and the ability to explain complex ideas to technical and non-technical colleagues. The role is based in New York, NY and is full-time; compensation aligns with Associate/VP levels and includes potential bonuses and benefits.