Central Risk Cash Equities Quant Analyst - Assoc./VP level Central Risk Cash Equities Quant Analyst -  …

Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 02 Jul 20
Negotiable
Anson McCade
in London, England, United Kingdom
Permanent, Full time
Last application, 02 Jul 20
Negotiable
Anson McCade
This is an exciting opportunity with a Tier 1 investment bank to join their Central Risk team. They design, implement and support the models and systems used to trade the CR equity portfolio. As part of the front office, the team supports the trading business in all quantitative aspects relating to Equities CRB. This position is for an Assoc./VP level Quant Analyst to work on the algorithmic portfolio management system used to manage the Central Risk book.

Responsibilities

The candidate will work closely with equity traders to develop tools, models, and risk measures. This candidate will contribute significantly to the development and enhancement of the algorithmic portfolio management system used to balance the risk, transaction costs, and expected return of the Central Risk trading book on a regional and global basis. The candidate will be very closely involved with the trading desk and enhance their businesses via the strategic development of the modeling, risk, and trading infrastructure.

A successful candidate will have prior experience building trading and risk management platforms, pre-, intra-, and post-trade analytics tools, and will also possess familiarity with execution algorithms. Working knowledge of market microstructure and algorithmic trading strategies is a plus. On a day-to-day basis, the role involves analyzing historical data, building mathematical models, and running back-tests and simulations using available internal and external trade, quote, and execution data sets. A substantial amount of coding is necessary on a daily basis in order to programmatically analyze, test, and implement models. The candidate will work with a team consisting of traders, quantitative analysts, and technologists. A degree in science, engineering or mathematics is required at either Master's or PhD level.


Qualifications

  • Strong background in mathematical finance and statistical analysis is required.
  • At least two years of experience in the quantitative aspects of algorithmic trading is required with preference given to those with direct experience in Equities and the automated management of portfolio risk.
  • Strong technical programming (C++, Python, Q/KDB).
  • Knowledge of risk models and statistical analysis and portfolio management.
  • Track record in delivering production projects.
  • Show keen interest in the financial markets.
  • Strong teamwork capability.
  • Consistently demonstrates clear and concise written and verbal communication skills.

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