Associate/VP - Quant Research - Agency Securities Lending Business - Investment Bank

You will be a part of the team that is helping to transform business practices through data science/ML quantitative methods in the Agency Securities Lending business.




Specific responsibilities include:

- Perform large-scale analysis on our proprietary dataset to formalize and solve business problems never tackled before

- Identify securities lending market microstructure features to contribute to our automated trading models

- Make real-world, commercial recommendations through effective presentations to various stakeholders

- Leverage data visualization to communicate data insights and results

- Documentation and testing of new/existing models in partnership with control groups

- Implementation of models in Python-based proprietary libraries.

- Ongoing desk support for the Agency Securities Lending and cash portfolio management business

About You

- You demonstrate quantitative and problem-solving skills as well as research skills;

- You have excellent practical data analytics skills on real data sets gained through hands-on experience, including familiarity with methods for working with large data and tools for data analysis (pandas, numpy, scikit, TensorFlow)

- You demonstrate experience applying statistical and/or machine learning techniques in the financial industry

- You are familiar with tools and methods of exploratory data analysis, visualization and modeling in Python e.g., pandas, scipy, sklearn, Jupyter

- You quickly grasp business concepts outside immediate area of expertise and adapt to rapidly changing business needs;

- You think strategically and creatively when faced with problems and opportunities. You always look for new ways of doing things;

- You demonstrate good judgment decision-making is your strong side;

- You're attentive to detail and easily adaptable;

- You have strong interpersonal skills you listen and communicate in a direct, succinct manner;

- Your excellent communication skills, both verbal and written, can engage and influence partners and stakeholders; You are good at communicating concepts and ideas, also via documentation, and you are keen to defend their validity and tailor messages to different audiences;

Desirables

- Advanced degree (PhD, MSc or equivalent) in Probability theory, Statistics, Mathematical Finance or Engineering.; Relevant academic research publications a plus;

- Previous experience in a trading desk support position (either as a quant or a developer)