Global Markets Quantitative Research Professional

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.

The Equity Financing QR team uses C# and Python to build out various analytics for the Equity Financing desk globally. The suite of analytics include various margin models and counterparty stress testing methodologies as well various Funding and Stock Loan optimization models.

Responsibilities

1. Help to develop, update and maintain the Client Profitability analytics specific to the Financing perimeter.

2. Participate in the global research and development effort on various aspects of Financing business Stock Loan and Inventory Management as well as Trading P&L explain topics for Synthetic PB.

3. Design, implement, and support collateral optimization tools for the Financing business using knowledge of various optimization algorithms.

4. Utilize analytical, statistical, and technical skills to perform and automate counterparty performance analyses for the Prime and DEC business.

5. Build and maintain dashboard to track Balance Sheet and other Resource metrics usage by financing clients for Prime desk.

6. Work in close coordination with other desks within the business on various asks

1. Graduate degree in mathematics or engineering with strong analytical skills. Knowledge of finance is a bonus.

1. Strong analytical skills and technical background in mathematics, computer science or finance.
2. Prior programming experience in Python or C# or other programming languages. Knowledge of SQL is needed.

4. Knowledge of statistics as well as optimization algorithms.

5. Effective communication skills, ability and willingness to engage the business

1. Delivery focused and willingness to collaborate with other teams.
2. Familiarity with Financing business (Stock Loan & Funding) is not necessary but a huge plus

Skills Referential

Behavioural Skills:

Ability to collaborate / Teamwork

Critical thinking

Communication skills - oral & written

Attention to detail / rigor

Transversal Skills:

Analytical Ability

Education Level:

Bachelor Degree or equivalent

Experience Level

At least 2 years.