Global investment bank seeks a VP level Quant Analyst as part of its expanding Structured Products and Strategies QA team and define a strategy for the cross-asset Quantitative Indices platform
As a Quant Analyst in the QA - Structured Products and Strategies team you will help to define a strategy for the cross-asset Quantitative Indices and Strategies (QIS) production platform in collaboration with the business and IT. You will also define and own the implementation of the sub systems of the platform to support the built-up of the new QIS 2.0 platform. It's an exciting time to be joining the team.
What will you be doing?
* Helping define the strategic QIS platform to facilitate idea generation and the creation of end of day reports
* Designing and implementing sub systems of the QIS platform
* Refactoring and expanding the existing Python and C++ analytics library to integrate into the QIS platform
* Owning the implementation of strategy for both the production system and the analytics library
What we're looking for:
* Masters or PhD in Mathematics/ Computer Science or related field; or equivalent
* Theoretical knowledge of financial engineering/ structuring and financial product development
* Excellent Python and C++ programming skills (ideally experience in a C++ shared library and the ability to program numerical algorithms)
* Innovative - ability, courage and desire to suggest and develop novel approaches
Skills that will help you in the role:
* Cross-Asset knowledge (Equity, Credit, Rate & Commodity assets)
* Experience in Front Office & Derivatives modelling
* Previous experience in the quantitative investment & strategies or structured products area
* Experience with Python libraries for numerical analysis (Panda, NumPy, etc.)
Morgan McKinley is acting as an Employment Agency and references to pay rates are indicative.