Equities Stock Loan Quantitative Analyst Equities Stock Loan Quantitative Analyst …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 16 Sep 21
Negotiable
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 16 Sep 21
Negotiable
Equities Stock Loan Quant Analyst - VP Level London based My client is a world renowned investment bank that is looking for exceptional Quantitative Analysts with +3 years' experience to join their team. This team focuses on Prime Services, working across stock loan and funding, client analytics and risk.

Equities Stock Loan Quant Analyst - VP level

London based

This Quant team is a fundamental part of the Prime Brokerage and Clearing Services groups under the Prime Services umbrella. They drive major business decisions and run business critical systems in the following areas:

  • STOCK LOAN & FUNDING

The stock loan funding strats work side by side with the securities lending desk in conducting transactions and managing risk. In this entrepreneurial role, they build and maintain real-time and scalable trading, pricing, risk, inventory management and funding platforms.

  • CLIENT ANALYTICS

The client analytics strats are in charge of developing external and internal client performance metrics across various dimensions of the Prime Brokerage Business. These metrics are heavily relied on by senior management and drive many discussions between clients, sales, and strats to identify the best ways they can serve clients' needs.

  • RISK:

The risk strats together with risk managers are responsible for developing and maintaining stress tests across asset classes and modelling of margin methodology and calculation of margin requirements. These state-of-the art models allow them to offer a wide range of financing solutions and risk-management models to help clients operate reliable in a variety of market conditions.

If you are looking for a high impact position allowing you to fully leverage your strong quantitative and communication skills, then this Quant team is the ideal opportunity for you. You will work closely with prime brokerage traders, global stock loan and funding strats team.

You will enjoy a widely scoped role that rewards multi-tasking, initiative and strong execution. You will not only have a direct impact on key revenue stream but also have the chance to realize additional revenue opportunities.

Responsibilities:

The key responsibilities will include working across securities lending and funding strat team(s) alongside trading, demand and supply to deliver the analytics and optimization across the two business lines.

  • Perform large scale data analysis to solve problems never tackled before
  • Optimization of financial resource computation
  • Implementation of models in proprietary libraries
  • Deliver solutions focused on improving market share and wallet share of the client franchise.

Requirements:

  • Strong academic in a relevant field - Mathematics, Engineering, Computer Science or Physics, including a quantitative understanding of statistics and probability
  • Strong technical skills. Mastery of software design principles and development skills using one of C++, Python, R, Java, Scala
  • Ability to work as part of a global team and deliver results quickly
  • Previous practical experience in solving mathematical/statistical/machine learning problems.
  • Comfortable working on multiple projects, demonstrating initiative and showing commercial impact

Preferred Qualifications:

  • Knowledge of concepts like RWA/Balance Sheet/Liquidity/GSIB.
  • Equities market experience
  • Experience in equities financing business.

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