Job Title: Quantitative Analyst - GMQR Prime Strategists
Department: Global Markets Quantitative Research
About Business line/Function: Prime Services leverages the banks experienced global team with in-depth market knowledge to provide execution, clearing and financing solutions across asset classes to both Institutional and Hedge fund clients.
Position Purpose: Global Market Quantitative Research (GMQR) Team is responsible for most aspects of quantitative research within the Global Market universe, covering Interest Rates, FX, Credit, and Equity. There are teams in London, Current York and Asia supporting trading activities of the flow and structured desks. They are responsible for the development of pricing, risk, margin, and profitability models and their implementation in the global analytics library.
GMQR Prime Services is in charge of providing expert solutions to the Equity Prime Services suite of businesses for both trading / client facing activities and internal cost optimization. It covers modelling of rates, client analytics, stock loan automation/optimization,
funding/resource optimization, inventory management and Delta One basket pricing. The teams develops sophisticated models and put in place the infrastructure and the technology to develop, support and optimize the activity and facilitate trading.
Responsibilities
Within GMQR Prime Services, the role focuses on all areas of the Prime Service business – ranging from client pricing, stock loan automation / pricing, funding & resource optimization, inventory management and Delta One pricing. This is a front office Associate quantitative research role.
Participate in global research on various aspects of pricing of Cash PB, Synthetic TRS and Baskets
Contribute to the design and development of Inventory Management tools.
Development of a variety of models to estimate factors such as inventory depletion, short interest etc
Support the legacy suite of applications (primarily python) and contribute to t