VP/ED EQ Quant - *New Team Development* - London

• Company

  Not Disclosed

• Location

  UK-London

• Remuneration

  Competitive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  15-Nov-2013

• eFC Ref no

  1308074

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collateral, quant, optimization, prime brokerage, securities, lending, equity, equity finance, funding, risk, portfolio optimization, treasury, client, curve, develop, build, model, discounting, methodologies, London, front office, hedge fund

• Need: Quant Analyst
• Relevant experience: Equity finance, Prime Brokerage, collateral management, funding
• Relevant skills: risk & portfolio optimization, client analytics, curve construction & modern discounting methodologies

This experienced person will build out this new team/division with another quant (IR quant) and will be heavily supported by a strong Tech team. This team will be involved in supporting the business across risk, client analytics & pricing, inventory optimization and collateral management.



The Opportunity:

• Centralize risk (with the tech team) and devise hedging strategies
• Challenge: To have a consistent view on credit/borrow/funding risk across all main instruments in the bank. This requires incorporation of existing pricing models + development of new models.
• Industry & Collateral Optimization: develop models to understand expected duration of the exposure based on clients & market behaviour; optimize collateral and inventory under constraints like regulatory, capital req., internal opportunities; optimize funding
• Client Analytics & Pricing: Developing models for client activities based on client history; profitability analysis.

Needed Skills:

• 5+ years of industry experience
• Ideally C++ skills
• PhD/MSc in quantitative subject (Maths, Physics, Engineering etc.)
• Strong quantitative skills

• Apply online