A growing investment bank is looking for a Lead CRB Quantitative Researcher to build out their Central Risk Book from scratch as they continue their expansion plans across the US. Reporting to the Global Head of Electronic Execution, you will be responsible for the design, development and delivery of the CRB.
Your team will be responsible in the day to day operations of the Central Risk Book, including inventory management and portfolio optimization, pricing, trading, algorithm selection as well as intraday P&L attribution and factor analysis. As the Lead CRB Researcher you will be integral to building and managing relationships with the desks that will be interacting with the Central Risk Book on a regular basis.
The successful candidate will have:
- 6+ years experience working on successful front office QR team
- 3+ years experience working on a Central Risk Book at a Tier 1/Tier 2 Investment Bank
- 5+ years of Python programming experience in industry (Ideally scikit learn)
- Advanced STEM Degree
- Strong written and verbal communication skills
- Applied experience collaborating & communicating with senior leadership across Sales, Trading & Technology
- Statistical Modeling Expertise
