Portfolio Financing Quantitative Analyst

New York, New York, United States

Ref#: POS-3038

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Our Portfolio Financing team is responsible for the management of our prime brokerage, clearing and executing broker relationships and is part of the larger Financial Resource Management (FRM) group at Two Sigma.

The team is dedicated to developing and enhancing relationships with our financing partners with the goal to optimize services, costs and access across each of the business areas, markets and asset classes in which the company operates.  In addition, the team manages the reinvestment of the portfolio's free cash, asset and liability constructs, and counterparty credit risk(s).

Responsibilities include:

  • Utilize existing and new data sources to architect and build a robust centralized financing platform (Whilst not an Engineering role, the candidate is required to operate independently coding and building models and dashboards in Python and Scala)
  • Modeling the supply and borrow cost of securities in the stock loan market
  • Simulating, managing and negotiating margin requirements
  • Optimizing balances, costs and return profiles of multiple trading entities and counterparties 
  • Data analytics, creating and improving reports and working with modelers, engineers and portfolio managers to help analyze financing data
  • Managing projects such as launching new markets or products for trading
  • Leading initiatives that improve and expand how we partner with our brokers 

Essential Skills Required:

  • Applicants should have a strong academic record, at minimum holding a bachelor’s degree with a concentration in Mathematics, Statistics, Computer Science, Engineering, Physics or related. 
  • Experience or qualifications relating to ‘quantitative finance’ or ‘financial engineering’ highly preferred 
  • 3-6 years of work experience in Securities Lending, Prime Brokerage or Equity Swap/Portfolio Financing quantitative research from either asset management or investment banking industries.
  • Technical scripting ability with either R, Python, Scala or similar language is a prerequisite. Additional basic proficiency with Java, C#, or C++ is required. 
  • Proven ability to work independently and drive complex, cross-functional projects
  • Superior written and verbal communication skills
  • Demonstrated success building collaborative working relationships with broad and diverse stakeholder groups
  • Strong project management skills. Proven ability to take an idea from blank sheet of paper, to development of clear and concise recommendation, through to execution.
  • Understanding of financing structures
  • Ability to dive into a wide variety of issues, such as, operations, tax, legal, compliance, risk, general business terms, etc.
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