Equity Finance Quantitative Strategist VP/Director
Core
Design and implement quantitative models for equity swaps, securities lending, and prime brokerage to drive P&L, optimize liquidity, and provide client analytics.
Role type
VP/Director Equity Finance Quantitative Strategist
Builds
Production-grade Python systems, factor analytics engines, and AI-powered automation pipelines on AWS.
Domain
Equity Finance, Securities Finance, Quantitative Trading
Deliverable
production ML models
Required skills
Advanced degree in quantitative discipline, 5+ years in equity swaps/securities finance, expert Python development, statistics and optimization, client-facing presentation, autonomous ownership
Preferred skills
Machine learning in production (scikit-learn, XGBoost, PyTorch), LLMs and prompt engineering, automation pipeline building, AWS cloud infrastructure, real-time data systems
Technologies
Python, AWS (S3, Redshift, Lambda, Airflow/MWAA), Claude Code, scikit-learn, XGBoost, PyTorch
Responsibilities
Design pre-trade optimization models for funding and liquidity risk; Build factor analytics engines and risk decomposition frameworks; Partner with clients to design custom basket strategies; Apply ML and LLMs to automate research and decision support; Architect scalable Python systems on greenfield AWS infrastructure; Lead technical roadmap for global quant team
Seniority
VP/Director, hands-on IC with leadership
