VP/ED EQ Quant – *New Team Development*
- Need: Quant Analyst
- Relevant experience: Equity finance, Prime Brokerage, collateral management, funding
- Relevant skills: risk portfolio optimization, client analytics, curve construction modern discounting methodologies
This experienced person will build out this new team/division with another quant (IR quant) and will be heavily supported by a strong Tech team. This team will be involved in supporting the business across risk, client analytics pricing, inventory optimization and collateral management.
The Opportunity:
- Centralize risk (with the tech team) and devise hedging strategies
- Challenge: To have a consistent view on credit/borrow/funding risk across all main instruments in the bank. This requires incorporation of existing pricing models + development of new models.
- Industry Collateral Optimization: develop models to understand expected duration of the exposure based on clients market behaviour; optimize collateral and inventory under constraints like regulatory, capital req., internal opportunities; optimize funding
- Client Analytics Pricing: Developing models for client activities based on client history; profitability analysis.
Needed Skills:
- 5+ years of industry experience
- Ideally C++ skills
- PhD/MSc in quantitative subject (Maths, Physics, Engineering etc.)
- Strong quantitative skills
Leave a Reply
You must be logged in to post a comment.