Equities Quant/Strategist
You will need exceptional quantitative and communication skills to work directly with the trading teams on pricing, modelling risk and analysing revenues for the group, additionally you will be developing analytical tools to identify risk profiles and generate advanced metrics to monitor and optimise funding and balance sheets across the business.
Responsibilities
- Developing dynamic pricing models for the securities lending market
- Analysing lender behaviour and profitability
- Developing margining methodologies covering most asset classes (equity, credit, FX, IR, commodities)
- Working with risk managers to understand the risk profile of clients’ portfolios
- Developing and applying analytical tools to optimize liquidity, Revenues and Balance Sheet across the business
Requirements
- Exceptional communication skills
- A first class academic background in a numerate discipline (PhD or MSc or equivalent)
- Experience with object oriented design and programming in C++, Java or equivalent language
- A solid understanding of financial markets, econometrics and/or stochastic modelling
- Experience of working in an Investment Bank or similar financial environment would be an advantage
Experience in Prime Brokerage would be a significant advantage
For further information please contact Alan Simpson on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Alan.Simpson@AnsonMcCade.Com
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