Quantitative Trading & Research – Global Clearing – Vice President
On-site · New York City, New York, United States
Job Summary
Vice President Quantitative Researcher leading the design, delivery, and governance of risk and pricing analytics and models across F&O and OTC derivatives, with a primary focus on risk analytics, Initial Margin methodology, and production execution. You will set technical direction and partner with the Margin Trading desk, Technology, and Product Development to ship high-impact solutions, shape data-led strategy with state-of-the-art machine learning, and productionize analytics for intraday/EoD automation. The role encompasses model ownership and governance, end-to-end delivery from problem framing to backtesting and deployment, and mentoring a team while communicating complex quantitative concepts to non-technical audiences.
Required Qualifications
- Advanced degree (PhD, MSc, or equivalent) in Mathematics, Physics, Statistics, Computer Science, or a related quantitative field
- 5+ years of front-office quant experience supporting trading/risk in F&O and/or OTC derivatives, with a track record of production delivery and close trader partnership
- Deep knowledge of listed and OTC derivatives; strong understanding of risk/P&L attribution, sensitivities/Greeks, model assumptions/limitations, and market microstructure
- Experience with front-office platforms such as SecDB, Athena, Quartz, or equivalent
- Strong programming in Python and/or C++; experience architecting maintainable, testable, high-performance codebases and extending large-scale libraries; proficiency in numerical methods and performance tuning
- Proven experience designing, calibrating, and maintaining IM/pricing models (e.g., curve construction, volatility surfaces, credit/rates models, margin frameworks), including performance monitoring and backtesting
- Experience delivering production services with Technology partners (APIs, packaging, CI/CD, containerization, logging/monitoring); familiarity with data engineering and compute frameworks
- Excellent quantitative problem-solving; able to decompose ambiguous problems, select appropriate methods, and communicate uncertainty and trade-offs clearly
- Outstanding communication and stakeholder management; ability to influence across QR, Trading, Technology, and Product
- Demonstrated mentorship or team leadership experience, including setting technical direction, conducting reviews, and managing priorities under pressure
- Preferred qualifications include expertise in curve building, volatility surface modeling/calibration, ML/AI for quant finance, and distributed computing knowledge
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