Associate Level-1 / Senior Associate - Quantitative Analyst

Position

About Business line/Function

Prime Services leverages the banks experienced global team with in-depth market knowledge to provide execution, clearing and financing solutions across asset classes to both Institutional and Hedge fund clients.

Global Market Quantitative Research (GMQR) Team is responsible for most aspects of quantitative research within the Global Market universe, covering Interest Rates, FX, Credit, and Equity. There are teams in London, New York and Asia supporting trading activities of the flow and structured desks. They are responsible for the development of pricing, risk, margin, and profitability models and their implementation in the global analytics library.

GMQR Resources & Financing Optimization provides expert solutions to the financing activities for both client-facing activities and internal cost optimization. It covers the calculation of liquidity and balance sheet metrics, the optimization of funding costs and the automation of the inventory management platform. The team develops sophisticated models and put in place the infrastructure and the technology to develop, support and optimize the activity.

Responsibilities

Within GMQR Resources & Financing Optimization, the role focuses specifically on Liquidity and Balance Sheet metrics. This is a front office Associate quantitative research role.

• Participate to the development of the framework in C# used to calculate liquidity and balance sheet metrics of Global market activities. The scope covers all business lines, products and asset class of Global Markets.
• Develop the tooling that gives Trading operators the ability to understand all aspects of the calculation and allow them to steer the metrics efficiently daily
• Provide expertise and support to the users of the application
• Take an active part in all front office activities by collaborating with other functions (Trading, Sales, IT and Market Risk) and Research globally and develop relations with various stakeholders.

1. Graduate degree in mathematics or computer engineering with strong analytical skills. Knowledge of finance is a bonus.
2. Strong analytical skills and technical background in mathematics, computer science or finance.
3. Prior programming experience in C# or other object-oriented programming languages.
4. Reliable and Detailed-oriented
5. Knowledge of statistics as well as optimization algorithms.
6. Effective communication skills, ability and willingness to engage the business
7. Delivery focused and willingness to collaborate with other teams.
8. Familiarity with Liquidity and Balance Sheet topics Resources is a plus

Skills Referential

Behavioural Skills:

Attention to detail / rigor

Critical thinking

Communication skills - oral & written

Ability to collaborate / Teamwork

Transversal Skills:

Analytical Ability

Education Level:

Bachelor Degree or equivalent

Experience Level

At least 2 years