Delta One Quantitative Developer, Equity Derivatives - Investment Bank

Several Headcounts for Junior & Senior Position  Position Description The Equity Derivatives Quant team seeks an experienced developer for the Delta One Quant team. Responsibilities include covering SBL, Equity Swap trade processing, business analytics, risk control, and client reporting. Candidates should be familiar with the entire lifecycle of products and trade flows in physical and synthetic prime brokerage, including Equity Swap, Delta One,Stock Loan, Cash PB, Execution & Clearing, Client Reporting, Regulatory & Market Infrastructure, Risk & Margin Key Areas of Responsibility (KRAs) Assist in designing and implementing pricing, risk, P&L, business analytics, and data reconciliation infrastructure. Enhance existing business platforms and related systems, including inventory monitoring and stock borrow loan systems. Support traders by resolving issues, gathering requirements, and developing tactical tools and reports. Design and create new components for platform extensions and enhancements. Collaborate daily with the trading desk, other quants, operations, risk and finance departments, and technology teams. Requirements Bachelors degree or higher in computer science, mathematics, physics, engineering, or quantitative finance from a top-tier university. Knowledge of Prime Services, SBL, and Equity Derivatives risk and pricing. Strong programming skills, particularly in Python, with familiarity in SQL; Java and/or C++ experience is a plus. Excellent teamwork and communication skills, both verbal and written. Strong analytical skills and a logical approach to problem-solving in a fast-paced environment. Self-motivated and a lifelong learner, bringing enthusiasm and positivity when discussing architectural solutions.