Strategic Trading and Treasury Quant

Description:

POSITION: Strategic Trading and Treasury Quant

LOCATION: Viking Global Investors LP, New York, NY 

Viking Global Investors LP is a global investment firm founded in 1999.  We manage more than $46 billion of capital for our investors across long/short, long-only, and liquid/illiquid strategies.  We have approximately 275 employees and offices in Stamford, New York, Hong Kong, London, and San Francisco. 

Responsibilities may include, but are not limited to:

• Develop and automate analytics and reports on portfolio short positions, broker allocations, and swap long and swap financing data on proprietary SQL platform.
• Develop programs and models to automate and optimize financing allocations that minimizes stock loan trading cost and maximizes liquidity.
• Participate in analyzing stock loan transactions and allocation experiments and provide recommendations to Treasury team to optimize stock loan trading performance.
• Improve stock loan market data by evaluating third-party financing data and develop statistical analysis and transformations to be applied to third-party data so that we can derive accurate and unbiased samples of market stock loan quotes. 
• Communicate with sell-side counterparties, and work with sell-side prime brokers to understand market structure and changes/trends closely.
• Develop and automate quantitative and qualitative evaluation metrics and reports for sell-side counterparties and prime brokers.
• Conduct quality assurance testing of the code development and release on proprietary SQL platform.
• Tools use include: Python, SQL and Excel. Required to work in our Greenwich, CT office 1 day/week.

Qualifications:

• Master’s degree in statistics, mathematics, economics or a related field (foreign equivalent degree acceptable) plus 4 years of experience in quantitative investment execution analytics.
• This must include: 4 years of experience in/with:
• development and automation of quantitative trading cost analytics;
• conducting statistical analysis on stock market data;
• development and automation of reports for measuring stock market participants, Python, SQL, Excel and Bloomberg;
• statistical and machine learning concepts such as:
• predictive modeling,
• statistical inference,
• regression modelling,
• and tree-based modelling; 
• financial and economic analysis;
• statistical and econometric analysis, evaluation and report.
• Must have graduate coursework in optimization algorithms

The base salary range for this position in New York City is $175,000 to $330,000. In addition to base salary, Viking employees may be eligible for other forms of compensation and benefits, such as a discretionary bonus, 100% coverage of medical and dental premiums, and paid lunches. Actual compensation for successful candidates will be individually determined based on multiple factors including, but not limited to, a candidate’s skill set, experience, education, and other qualifications.

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For more information on our benefits, please visit www.vikingglobal.com/life-at-viking/

Viking is an equal opportunity employer.  Questions about your candidacy and requests for reasonable accommodation in the recruitment process should be directed to [email protected]