Equity Financing Quantitative Analyst

  • United Kingdom
  • Anson Mccade Ltd It And Finance Recruitment

Develop Python quantitative modules in front office to perform a wide range of operations & analysis, including basket customization, multi index hedge and optimization, collateral optimization, financial resources ( inventory & usage ) allocation, carrycost calculation, funding optimization, Axe list, performance & PnL monitoring, margin, RWA, balance sheet & CVA calculation,

  • Develop analytics libraries (C++) used for Total Return Swap pricing, execution and risk-management
  • Design & implement methods to understand client flow, revenue and cost in 360 degree angles, advise business on client strategic decisions.
  • Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ object oriented software design, Python,kdb, Structured Query Language (SQL), mathematical finance/ programming, machine learning, statistics and probability
  • Collaborate closely with Traders, Structurers, technology professionals an product dev to execute and very often lead the execution of global development plans.
  • Take ownership of projects and drive the renovation of trading strategies and client pitches.

Qualifications :

  • 1-4 years of experience in a comparable quantitative modeling or analytics role, ideally in the prime services, Delta 1 or equities sector
  • Must have technical/programming skills; Python, C++, Exposure to Market Data; Statistics and Probability based calculations; solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
  • Must also possess any level of product knowledge, Investments and Quantitative Methods

Education :

  • Bachelor's/University degree, Master's degree preferred