This is an excellent opportunity to join this Global investment bank as their expanding Prime Brokerage/Prime Finance business undergoes a transformation thru increased automation and increased flows. They now seek to Quant Analyst to build tools for the application of algorithms for the Prime Brokerage & Repo/Securities Lending business to analyze pricing, PV, PnL and add Risk metrics into pricing library for both client flows and customized client solutions. You’ll be supported by a team of Quant Developers the most technological aspects.
Prime Finance/Prime Brokerage, Repo/Securities Lending, Advanced MIS, Risk metrics, Algorithms, etc.
KEY RESPONSIBILITIES:
- Automation of processes within Prime Services & Financing.
- Apply algorithms for repo/securities lending transaction pricing
- Provide analysis tools, including KPIs, for client profitability & the resources deployed against each client.
- Provide customized solutions for selected Clients, & ensure integration of PV, PnL & risk metrics in pricing library
- Provide tools to comply with an ever-changing Regulatory environment.
- Coordinate with Quant Research, Global markets IT and Trading to implement tactical & strategic solutions.
KEY SKILLS AND EXPERIENCE:
- Automation of processes within Prime Services & Financing
- Applied algorithms for Repo/Securities Lending transaction pricing
- Understanding of Fixed Income products
- Previous experience of front-office risk and PnL support and development.
- Good knowledge of C# or C++, Python, SQL (SQL Server, Oracle)
- Analysis of Balance Sheet management/Prime Brokerage trading activities
- Able to work with Developers on implementation and stakeholders across quants research and the business in a major re-engineering project.
DESIRABLE:
- Grasp of .NET C#, with a good knowledge of its ecosystem.
- Highly motivated to work directly for a front-office IT quant team.
- Proactive and flexible approach to dealing with challenges.
- Analytical Skills – ability to follow complex quantitative concepts.
