WHAT YOU WILL DO

📍Build and maintain automated reconciliation tools, integrating data across multiple venues, clearing brokers, and internal systems for trade matching, lifecycle events, and settlements. 📍Design and implement risk and P&L attribution frameworks, leveraging Python/SQL to parse large datasets and deliver real-time or end-of-day exposure, VaR, and stress analytics. 📍Work directly with traders and quants to monitor margin utilization, capital efficiency, and risk constraints across venues; contribute to tooling around execution algo performance and post-trade analysis. 📍Act as a technical operations liaison with Treasury, Finance, and Risk teams to ensure accurate trade capture, funding, and fee allocation. 📍Develop monitoring scripts, dashboards, and alerts to track operational anomalies, portfolio drifts, or data inconsistencies—taking a programmatic approach to error reduction and efficiency. 📍Assist with the structured product lifecycle from a middle-office lens, including digital options, variance products, and on-chain derivatives where applicable. 📍Stay on top of evolving options market structure, risk methodology, and cross-venue margin requirements; contribute to internal tooling and documentation on these topics.

WHAT YOU WILL NEED

📍Bachelor’s degree in a technical or analytical discipline (Finance, Computer Science, Engineering, Math, Physics). 📍4+ years of experience in financial operations, quantitative middle office, or derivatives support—ideally with options or structured products. 📍Fluency in Python and SQL is required

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