Job summary:
As a Associate or Vice President in Quantitative Research, Currencies & Emerging Markets (CEM) Data Analytics team, you’ll contribute to the strategic agenda to transform our investment bank into a data-led business and drive change through innovation and business process optimization using state-of-the-art machine learning techniques.
Job responsibilities:
- Contribute directly to the business and client franchise; identify and generate revenue opportunities
- Understand the market drivers behind market moves and their cross-asset and cross-market implications
- Work with cutting edge technology and analytics to infer pricing, hedging and idea generation
- Conduct quantitative research on medium to high frequency trading strategies
- Develop portfolio construction methodologies and new modelling approaches across our systematic businesses
Required qualifications, capabilities, and skills:
- You have an advanced degree (PhD, MSc or equivalent) in Engineering, Mathematics, Physics, Computer Science
- You demonstrate significant experience working in professional capacity within quantitative research
- You demonstrate strong quantitative and problem-solving skills as well as research skills
- You understand advanced mathematics arising in financial modelling, in particular numerical analysis, and probability theory
- You demonstrate knowledge of applying statistical and/or machine learning techniques
- You are proficient in Python, C++ and object oriented programming
- You demonstrate ability to grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs
- You’re attentive to detail and easily adaptable
- You have excellent communication skills, both verbal and written.
Preferred qualifications, capabilities, and skills:
- You demonstrate knowledge of Financial Engineering and trading algorithms
- You demonstrate knowledge of Fixed Income markets, in particular interest rate and FX products and markets
- You demonstrate knowledge of KDB / q for large and high frequency data sets
- You have experience with data schemas and data structures would be useful in this role
- You have relevant academic research publications