Strategic Trading and Treasury Quant

Viking Global Investors
US - New York - New York
March 24, 2024

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.

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.
• LI-DNI
• IND-DNS

For more information on our benefits, please visit ***/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 ***

Read the full job description and apply online on the recuiter's web-site

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