Equity Financing Quantitative Analyst
- Develop Python quantitative modules in front office to perform a wide range of operations & analysis, including basket customization, multi index hedge and optimization, collateral optimization, financial resources ( inventory & usage ) allocation, carry cost calculation, funding optimization, Axe list, performance & PnL monitoring, margin, RWA, balance sheet & CVA calculation,
- Develop analytics libraries (C++) used for Total Return Swap pricing, execution and risk-management
- Design & implement methods to understand client flow, revenue and cost in 360 degree angles, advise business on client strategic decisions.
- Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming, machine learning, statistics and probability
- Collaborate closely with Traders, Structurers, technology professionals an product dev to execute and very often lead the execution of global development plans.
- Take ownership of projects and drive the renovation of trading strategies and client pitches.
- 1-4 years of experience in a comparable quantitative modeling or analytics role, ideally in the prime services, Delta 1 or equities sector
- Must have technical/programming skills; Python, C++, Exposure to Market Data; Statistics and Probability based calculations; solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
- Must also possess any level of product knowledge, Investments and Quantitative Methods
- Consistently demonstrates clear and concise written and verbal communication skills. Able to coordinate and lead projects across regions. Most of the projects will be global and candidate is expected to lead the conversation and project planning.
- Applicable licenses: Will be required to already have, or apply for Series 7 and 63 and pass in a reasonable period of time
- Bachelor's/University degree, Master's degree preferred