Quant Analyst - Bank

Quant Analyst - MNC Bank

- Own existing Quant developed models like Client Billing and Invoicing models, Client PnL models, Internal transfer Pricing models etc with good understanding of logic behind these reports. Also should be in a position to perform Troubleshoot in the existing models of Quant team, cater to trader's request around giving explain around huge variance in existing reports & enhancements to the existing reports

- Initially spend time with the team lead to understand Securities Lending & Equity Swap business flow/ Systems involved / Product details.

- Facilitate building of various models/strategic applications on Data Science Platform (Hadoop)

- Work closely with the DSP team and identify opportunities to leverage Data Science Platform (DSP) platform for EFG

- Design, develop, and maintain high-quality software solutions using Python programming language.

- Utilize your expertise in Linux environments to deploy and manage application effectively

- Leverage your knowledge of Hadoop to develop scalable and efficient data processing pipelines.

- Design and optimize SQL queries for efficient data retrieval and manipulation.

- Participate in code reviews, ensuring adherence to coding standards and best practices.

- Troubleshoot and debug issues to ensure smooth operation of software applications

- Over time should be able to independently analyse Securities Lending & Synthetics Swap business to highlight inefficiencies and develop potential solutions from scratch in collaboration with regional traders.

Stakeholder Management and Leadership

This is a high-profile front office position which will require a high level of engagement with a variety of stakeholders across the firm, including Trading, Sales, Risk, Product, Technology and Operations.