Prime Brokerage Front Office Quant | London
Key Requirement: Incorporation of existing pricing models as much as the development of new models
Top team is looking for an experienced Quant with EQ Prime Brokerage experience ideally. This team is looking for someone at VP/ED level and interested in people who are highly analytical and very driven to helping build this space.
This Snr Quant will centralize risk and devise hedging strategies to support the entire business incl. client analytics pricing, inventory optimization and collateral management.
Industry Collateral Optimization: Understanding expected duration of exposure based on clients market behaviour, optimize funding, optimize collateral inventory under contraints like regulatory, capital req., internal opportunities.
Client Analytics Pricing: Developing models for client activities based on client history, profitability analysis.
SKILLS NEEDED:
5 years+ experience coming from a recognized financial organization
PhD ideally - quant subject
Strong programming skill C++
Understanding of Funding for risk and collateral optimization could be an interesting advantage
Risk and portfolio optimization, statistics, curve construction modern discounting methodologies
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