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.

Qualifications:

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

Education:

Send job

Sign in to create job alerts

Sign in or create an account to start creating job alerts and receive personalised job recommendations straight to your inbox.