Vice President, Data Management & Quantitative Analysis- Quant Developer

Contribute to AI-enabled quantitative workflow solutions where relevant for analytics, monitoring, controls, and reporting.

To be successful in this role, we’re seeking the following:

• Bachelor’s or Master’s degree in a relevant technical discipline such as Computer Science, Mathematics, Statistics, Financial Engineering, Physics, or another quantitative field.
• Strong programming skills in Python and/or C++, with proven experience building quantitative analytics libraries, risk tools, or backtesting engines.
• Strong understanding of margin methodologies, model backtesting, Historical VaR, and stress testing techniques.
• Experience with Rules-Based Dynamic Margin and/or Stress-Based Dynamic Margin methodology development, calibration, backtesting, or performance assessment.
• Good understanding of margining concepts relevant to Securities Finance, including businesses such as Prime Services, Repo, Securities Lending, Clearing, and Wealth Solutions.
• Familiarity with model governance, validation expectations, and approval processes for quantitative methodologies.
• Strong knowledge of market risk concepts, including VaR, stress testing, scenario analysis, sensitivities, and tail-risk evaluation.
• Experience working with historical market data, scenario construction, and quantitative model performance analysis.
• Strong analytical and problem-solving skills with the ability to interpret model behavior and communicate findings effectively.
• Good understanding of software engineering principles, including object-oriented design, testing, code quality, and maintainable development practices.
• Strong communication and collaboration skills, with the ability to work across quantitative, business, risk, governance, and engineering teams.
• Preferred Qualifications
• Experience supporting margin methodologies in Securities Finance businesses, especially Prime Services, Repo, Securities Lending, Clearing, and Wealth Solutions.
• Experience in securities financing, clearing, exchange, CCP, derivatives margin, counterparty risk, or market risk environments.
• Exposure to margin model validation, regulatory review, or quantitative model governance processes.
• Knowledge of fixed income, equities, FX, and financing products, particularly from a risk, collateral, and margining perspective.
• Familiarity with procyclicality controls, margin coverage standards, and stress calibration practices.
• Experience in quantitative development, model development, or risk analytics roles within investment banks, clearing houses, exchanges, broker-dealers, or other financial market infrastructure institutions.