Digital Quant Dev- 12 months - Global investment bank
Montash have been engaged by a global investment bank, who require a Resources Management for a 12 -month contract based in London
About the role - Global Markets Quantitative Research is contributing to many innovative projects aimed to streamline and harmonize the pricing, risk and P&L chain for derivatives products. This is a unique opportunity to work on a major project with very ambitious targets and requires a significant number of experts to work together and deliver it.
The role being offered is to participate in the Digital initiative for the Prime Solutions and Financing Business line and sits with the credit quantitative team.
- Centralized global database: for trades, collateral inventory and risk. Load and display a streamlined view of inventory cross assets.
- optimized inventory management across platforms
- Securities Lending:
- STP Securities Lending booking systems (including cash PB)
- Sec lending book optimization: pricing, recall protection, buffer, forecasting, etc.
- Analytics Tools:
- Data Exchange: Access and availability across product lines
- Simulating: Analysing FCT profitability and impact on Financial Resources - at a trade and Client level for existing and prospect clients
- Optimizing: Enabling the most optimal Collateral Allocation
- Pricing: Consider the impact of various Financial Metrics for efficient Client Pricing
- Trending: Use heat maps and other visualizations to identify and highlight trends, positions for attention and directional colour
- Forecasting: predict trade, client and market flows
- Solid grasp of .NET C#, with a good knowledge of its ecosystem.
- Highly motivated to work directly for a front-office IT team.
- Proactive and flexible approach to dealing with challenges.
- Strong communication and analytical skills - able to work with trading desks, business management, Quantitative Research and IT teams to build and deliver solutions.
- Analytical Skills - ability to follow complex quantitative concepts.
- Able to work independently and deliver when under pressure and time constraints.
- Acts with discipline.
If you are available for a new contract position, please get in touch with me on 0207 014 0239 or email me on Ashleya@montash.com