Job summary:
Vice Presidentin Quantitative Research,
Job responsibilities:
- Develop mathematical/statistical models for Prime desks to enhance business revenue and profitability for stock borrow-loan, cash and synthetic financing books
- Devise solutions for systematic book management, improving the overall stability of our collateral and its respective uses
- Improve the risk & pricing workflow of our Synthetics desk through the development of innovative tools
- Deliver quantitative analytics to the desks that drive decision making
- Maintain adequate control functionality
Required qualifications, capabilities, and skills:
- Advanced degree (Masters, PhD, or equivalent) in Math, Sciences, Engineering or Computer Science
- Significant work experience in a related field
- Analytical, quantitative and problem-solving skills
- Excellent communication and presentation skills, in particular to senior stakeholders
- Understanding of statistics and financial mathematics
- Financial knowledge of Delta 1 and Equity Derivatives product
- Software design and development skills, particularly in Python or C++