Quantitative Analyst - GMQR Prime Strategist

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 Prime Services is in charge of providing expert solutions to the Equity Prime Services suite of businesses for both trading / client facing activities and internal cost optimization. It covers modelling of rates, client analytics, stock loan automation/optimization, funding/resource optimization, inventory management and Delta One basket pricing. The teams develops sophisticated models and put in place the infrastructure and the technology to develop, support and optimize the activity and facilitate trading.

Responsibilities

Within GMQR Prime Services, the role focuses on all areas of the Prime Service business ranging from client pricing, stock loan automation / pricing, funding & resource optimization, inventory management and Delta One pricing. This is a front office Associate quantitative research role.

• Participate in global research on various aspects of pricing of Cash PB, Synthetic TRS and Baskets
• Contribute to the design and development of Inventory Management tools.
• Development of a variety of models to estimate factors such as inventory depletion, short interest etc
• Support the legacy suite of applications (primarily python) and contribute to the design and build of both tactical and strategic future solutions.
• Understand legacy processes written in C#
• Ability to understand technologies used for real time solutions: messaging queues etc and also the ability to build robust solutions which can communicate / interact with critical IT processes.
• Understanding of API design and performance enhancements
• Strong knowledge of CI/CD pipelines.
• Support the Stock Loan and Funding desks by performing advanced analysis on a daily basis.
• Take an active part in all front office activities by collaborating with other functions (Trading, Sales, IT and Market Risk) and Research globally and also develop relations with various stakeholders.

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. Strong and demonstratable prior programming experience in Python.
3. Basic knowledge of C#
4. Basic of CI/CD pipelines, Kubernetes, Docker

6. Knowledge of statistics as well as optimization algorithms.

7. 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, Delta One) 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