Senior Finance Risk

4 weeks ago


City of London Greater London, United Kingdom ANSON MCCADE Full time

Prime Financing Quant

As a Vice President in Quantitative Research - Prime Financing, you will be part of an expert quantitative modeling group. You will partner with traders, marketers, and risk managers across all products and regions, contributing to sales and client interaction, product innovation, valuation and risk management, inventory and portfolio optimization, electronic trading and market making, and appropriate financial risk controls.

Work with senior stakeholders in the Prime Finance businesses, as well as technology and risk teams, to promote the implementation of sophisticated tools/analytics and advance their risk/pricing workflow.
• Devote special attention towards building robust data pipelines.
• Implement and enhance existing data pipelines required by our various models / workflows.
• Develop mathematical/statistical models for Prime desks to enhance business revenue and profitability for stock borrow-loan, cash and synthetic financing books.
• Improve the risk & pricing workflow of our Synthetics desk through the development of innovative tools.
• Advanced degree (Masters, PhD, or equivalent) in Math, Sciences, Engineering or Computer Science;
• Software design and development skills, particularly in Python or C++;
• Experience with complex / real-time data pipes;
• Significant work experience in a related field;
• Excellent communication and presentation skills, in particular to senior stakeholders;
• Financial knowledge of Delta 1 and Equity Derivatives products;
• Understanding of statistics and financial mathematics.



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