Equity Prime Brokerage Strat - Selby Jennings
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Added before 1 Days
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
Full job description Equities Strategist - Prime Services & Delta One (Associate / Vice President)
Role Overview
We are seeking a commercially minded Quantitative Strategist at the Associate to Vice President level to sit close to Structuring and support our broader Equities business, with a primary focus on Prime Services and Delta One. Unlike traditional quantitative roles centred on theoretical model-building, this position is focused on leveraging data to drive commercial outcomes, inform trading decisions, and partner directly with Sales in front of institutional clients.
Key Responsibilities
*Client & Flow Analytics: Use native Python to query, clean, and analyse large datasets covering client behaviour, financing activity, balances, and trading flows to uncover revenue opportunities and wallet-share insights.
*Desk-Facing Pricing & Risk Tools: Design, build, and maintain practical pricing, margining, risk, and trading analytics tools to support day-to-day desk execution and resource optimisation.
*Commercial Storytelling & Client Engagement: Translate complex quantitative outputs into clear, persuasive commercial narratives. Partner closely with Sales and Structuring to prepare bespoke analytical content and attend external client pitches.
*Cross-Functional Collaboration: Act as a commercial bridge across the front office, working closely with Trading, Sales, Structuring, Technology, and senior stakeholders to deliver rapid, high-impact solutions.
Skills & Experience
*Relevant Experience: 3 to 6 years of front-office quantitative experience (Associate to VP level) as a Strategist or Desk Quant, ideally within Prime Services, Delta One, Equity Finance, Risk, or Desk-Aligned Pricing.
*Technical Proficiency: Strong, production-grade native Python programming skills alongside a solid foundation in mathematics, probability, and statistics.
*Product Knowledge: Practical understanding of linear equity products, swaps, futures, ETFs, and equity financing/prime brokerage mechanics.
*Commercial Acumen & Presence: Proven client-facing experience paired with a sharp commercial mindset. You must possess the executive polish required to present actionable insights concisely to senior internal stakeholders and external portfolio managers.
*Pragmatic Approach: A results-oriented mindset that prioritises speed, usability, and commercial impact. This role is not suited to pure academic researchers or candidates from purely exotic derivatives modelling backgrounds.
Role Overview
We are seeking a commercially minded Quantitative Strategist at the Associate to Vice President level to sit close to Structuring and support our broader Equities business, with a primary focus on Prime Services and Delta One. Unlike traditional quantitative roles centred on theoretical model-building, this position is focused on leveraging data to drive commercial outcomes, inform trading decisions, and partner directly with Sales in front of institutional clients.
Key Responsibilities
*Client & Flow Analytics: Use native Python to query, clean, and analyse large datasets covering client behaviour, financing activity, balances, and trading flows to uncover revenue opportunities and wallet-share insights.
*Desk-Facing Pricing & Risk Tools: Design, build, and maintain practical pricing, margining, risk, and trading analytics tools to support day-to-day desk execution and resource optimisation.
*Commercial Storytelling & Client Engagement: Translate complex quantitative outputs into clear, persuasive commercial narratives. Partner closely with Sales and Structuring to prepare bespoke analytical content and attend external client pitches.
*Cross-Functional Collaboration: Act as a commercial bridge across the front office, working closely with Trading, Sales, Structuring, Technology, and senior stakeholders to deliver rapid, high-impact solutions.
Skills & Experience
*Relevant Experience: 3 to 6 years of front-office quantitative experience (Associate to VP level) as a Strategist or Desk Quant, ideally within Prime Services, Delta One, Equity Finance, Risk, or Desk-Aligned Pricing.
*Technical Proficiency: Strong, production-grade native Python programming skills alongside a solid foundation in mathematics, probability, and statistics.
*Product Knowledge: Practical understanding of linear equity products, swaps, futures, ETFs, and equity financing/prime brokerage mechanics.
*Commercial Acumen & Presence: Proven client-facing experience paired with a sharp commercial mindset. You must possess the executive polish required to present actionable insights concisely to senior internal stakeholders and external portfolio managers.
*Pragmatic Approach: A results-oriented mindset that prioritises speed, usability, and commercial impact. This role is not suited to pure academic researchers or candidates from purely exotic derivatives modelling backgrounds.
Job number 4332658
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