Posted By
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Posted in
Consulting
Job Code
1403500
QPS Analyst
Overall purpose of role:
- To build and maintain internal quantitative models and provide quantitative analysis support to senior QPS Analysts in London and New York
- Assist senior quant analyst in maintaining model datasets used in monthly production process
- You will work on custom projects across multiple asset classes involving time-series analysis, statistical inferences analyzing large datasets
- Monitor the automation of quant models, handling exceptions and act as a point of contact for RTB Research Support, Research IT-QPS Development
- Improve and maintain existing quantitative models, conduct quantitative analysis, empirical research on model related issues
Key Accountabilities:
- Take new initiatives in improving the quant libraries, maintaining high data quality is essential for research and smooth production of quantitative models
- Work closely with the senior QPS Analysts in building research datasets for new projects
- Present the analysis in a clear and concise manner which will aid the senior analyst in further analysis
- On a monthly basis, handling quant model production, monitor automation jobs investigate and escalate to RTB/Research - IT in case of job failures
- Provide guidance to Research - IT and internal stakeholders on data related issues
- The candidate will be expected to have a critical eye on the established process/systems in order to question them in a positive, productive and efficient way.
Stakeholder Management and Leadership:
- This position sits within the Global Research function providing support to QPS Europe research and production activities.
Decision-making and Problem Solving:
- This hands-on role requires strong analytic skills to be able to understand and support model implementation and tools.
- The role requires good judgement in dealing both with short-term and longer-term projects with direct impact on the QPS data products and a strong drive to develop an in-depth understanding of QPS processes.
Risk and Control Objective [This section is mandatory for all role profiles and must not be deleted]:
Person Specification:
- Personal attributes essential to performing role including competencies, expertise, knowledge, and experience. Note: experience requirements must not be in the form of years (minimum or otherwise).
Essential Skills/Basic Qualifications:
- B.Stat/M.Stat/MS in Quantitative Economics programme from ISI or Dual Degree M. Tech in Mathematics & Computing from IITs with strong academic performance
- Academic or job market experience in quantitative research or statistical modelling development
- Skills in statistics, econometrics including time-series analysis, cross-sectional techniques will help you in the role
- Solid programming skills in at least one coding languages such as Python, R, Matlab or SAS
- Excellent written and verbal communication skills. Good creativity and ability to work independently or in a team
- Strong interest in learning about financial markets. No prior knowledge required
Desirable skills/Preferred Qualifications:
- Strong logical thinking, problem solving, mathematical and programming skills (Python, SAS or similar)
- Extract and analyse data from large bond datasets
- Able to work effectively in a fast-paced and demanding environment
- Excellent verbal and written communication. Ability to write effective, high-quality emails and documents
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Posted By
457
JOB VIEWS
176
APPLICATIONS
11
RECRUITER ACTIONS
See how you stand against competition
Pro
View Insights
Posted in
Consulting
Job Code
1403500
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