Quantitative Trader - Central Liquidity Strategies

Central Liquidity Strategies (CLS) employs a range of strategies designed to optimize the firm’s trading and execution approach by providing internal liquidity solutions for portfolio managers on both a principal (risk) and agency basis.

Principal Responsibilities

• Impactful individual contributor: Lead a wide range of projects involving the design and implementation of strategies to reduce trading costs for delta-one and factor products.
• Risk management: Monitor and manage risks within company guidelines and risk parameters, including operational, portfolio, financing, and basis risk.
• Collaboration: Partner with team members to set the overall direction, design, and architecture of the platform; collaborate with key stakeholders across the business.