GlobalMarket Quantitative ResearchTeam is responsible for most aspects ofquantitative research within the Global Market universe, covering InterestRates, FX, Credit, Equity. There are teams in London, New York and Asiasupporting trading activities of the flow and structured desks. They areresponsible for the development of pricing, risk, and profitability models andtheir implementation in the global analytics library.
Thisis a front office quantitative analyst role with a focus on the products tradedin Americas with continuous business interaction. The applicant will beexpected to:
- Participate in the global research and development effort on various aspects of Financing business –Fixed Income Repo as well as Stock Loan.
- Design and implement pricing and optimization tools for the Financing business and ensure global applicability while doing so.
- Support the Repo and Stock Loan desks on Quant Research built applications.
- Take an active part in all front office activities by collaborating with other functions (Trading, Sales, IT and Market Risk) and Research globally.