EQD Quant Developer

Position Description

The Equity Derivatives Quant team is looking for an experienced developer to join our Delta One Quant team, which covers SBL, Equity Swap trade processing, business analytics, risk control, inventory management, and client reporting.

This role requires the candidate to become deeply familiar with the end‑to‑end lifecycle of products and trade flows across physical and synthetic prime brokerage, including Equity Swaps, Stock Loan, Prime Brokerage, Execution & Clearing, Client Reporting, Regulatory & Market Infrastructure, Risk & Margin, and inventory optimization.

Requirements

• Bachelors degree or above in Computer Science, Mathematics, Physics, Engineering, or Quantitative Finance from a top-tier university.
• 4+ years of experience and knowledge of Prime Services, SBL, Equity Derivatives risk and pricing; exposure to inventory management or stock borrow/loan optimization is a plu...