Prime Services, Financing Quant (VP), London Prime Services, Financing Quant (VP), London …

Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 28 Oct 20
££Excellent, Plus Front Office Bonus
Millar Associates
in London, United Kingdom
Permanent, Full time
Last application, 28 Oct 20
££Excellent, Plus Front Office Bonus
This is an excellent opportunity to join this Global investment bank as their expanding Prime Brokerage/Prime Finance business undergoes a transformation thru increased automation and increased flows. They now seek to Quant Analyst to build tools for the application of algorithms for the Prime Brokerage & Repo/Securities Lending business to analyze pricing, PV, PnL and add Risk metrics into pricing library for both client flows and customized client solutions. You’ll be supported by a team of Quant Developers the most technological aspects.

Prime Finance/Prime Brokerage, Repo/Securities Lending, Advanced MIS, Risk metrics, Algorithms, etc.

KEY RESPONSIBILITIES:

  • Automation of processes within Prime Services & Financing.
  • Apply algorithms for repo/securities lending transaction pricing
  • Provide analysis tools, including KPIs, for client profitability & the resources deployed against each client.
  • Provide customized solutions for selected  Clients, & ensure integration of PV, PnL & risk metrics in pricing library
  • Provide tools to comply with an ever-changing Regulatory environment.
  • Coordinate with Quant Research, Global markets IT and Trading to implement tactical & strategic solutions.

KEY SKILLS AND EXPERIENCE:

  • Automation of processes within Prime Services & Financing
  • Applied algorithms for Repo/Securities Lending transaction pricing
  • Understanding of Fixed Income products
  • Previous experience of front-office risk and PnL support and development.
  • Good knowledge of C# or C++, Python, SQL (SQL Server, Oracle)
  • Analysis of Balance Sheet management/Prime Brokerage trading activities
  • Able to work with Developers on implementation and stakeholders across quants research and the business in  a major re-engineering project.

DESIRABLE:

  • Grasp of .NET C#, with a good knowledge of its ecosystem.
  • Highly motivated to work directly for a front-office IT quant team.
  • Proactive and flexible approach to dealing with challenges.
  • Analytical Skills – ability to follow complex quantitative concepts.
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