Principal Quant

Overview

Quantitative Product Ownership role focused on devising and owning a highly consistent, coherent, and principled quantitative direction across trading, margining, liquidation, lending, and risk-related products. Responsible for ensuring models, parameters, and mechanisms fit together into a harmonious system and for end-to-end correctness, feasibility, and desirability of quantitative products in production.

What You’ll Do

• Devise and own a highly consistent, coherent, and principled quantitative direction across trading, margining, liquidation, lending, and risk-related products.
• Ensure that individual models, parameters, and mechanisms fit together into a harmonious system, rather than a collection of locally-correct but globally-fragile designs.
• Own the end-to-end correctness, feasibility, and desirability of quantitative products in production.
• Take ownership over preventing tricky edge cases, stress scen...