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Quantitative Analyst

London, United Kingdom, £ £ - Annual Annual, Permanent


We\'re looking for a candidate to this position in an exciting company.

  • Automation: makes sure that a maximum of routine processes are handled by services which do not require direct trading supervision. This should also include the monitoring of certain exposures and as well provide reporting on the success/fail of all operation workflows
  • Pricing: we currently rely on a few algorithms that produce tailored prices for repo/securities lending transactions and that are used in a number of contexts
    - Suggest a price to reply to RFQs
    - Provide Axe lists to clients
    - Identify relative value trading and optimization opportunites
  • Management Information System: This particular business sits at the core of all the securities flows within the firm. This means that it\'s particularly complex to understand the business. Our role is to provide tools to enhance clarity over the evolution and performance of the business. This includes designing KPIs, analysing client profitability and monitoring the resources deployed towards each client.
  • Special Situations, ad-hoc pricing: A portion of the business is devoted to providing customized solutions to the needs of our clients. We need to ensure that once such a solution is structured we are able to compute our usual PV, PnL and risk metrics in line with what is done in the rest of the pricing library
  • Regulatory: We need to ensure that we provide tools in order to ensure compliance with the ever changing regulatory environment.
  • Previous experience of front-office risk and PnL support and development
  • Experience in a Prime Brokerage/Prime Services environment
  • Experience in balance sheet and resource management
  • Understanding of Fixed Income products
  • Exposure and development of client analytics
  • Good knowledge of C++/C#, Python, SQL (SQL Server, Oracle)
  • Candidates with proven experience should also have had some exposure to balance sheet management/prime brokerage environment

Job Details

Not Specified
London, United Kingdom
£ £ - Annual Annual