Quant Analyst - Investment Bank - FRM/CFA

Overall purpose of role :

- The role requires sound understanding of Derivative (Exchange Traded and OTC) and SFT products, Market Risks, Regulatory Framework, good programming/SQL/Database skills, eye for detail and an ability to liaise with the front office desks to ensure the timely and accurate delivery of tasks/projects performed.

- The role requires sound understanding of Liquidity Risks, Regulatory Framework, good programming/SQL/Database skills, understanding of the Financing business, eye for detail and an ability to liaise with the trading desks to ensure the timely and accurate delivery of tasks/projects performed. Over the past five years the team has created its own niche brand within the business and the person joining this team has got a great ask to drive this brand further.

- The role holder will interact with regional desks to understand the key areas of business, Liquidity, RWA and Balance Sheet Drivers and work closely to build solutions/ models/ reports that can help in making the business more efficient from resource/ revenue perspective.

Key Accountabilities :

- Understand the Prime business; Repo, stock loans and Derivative products like Futures, Options, OTC, FX PB. Get hands on with database Analytics using tools like Spotfire /Qlikview/Python/SQL/VBA Macros.

- Working on strategic projects related to Capital, Balance Sheet and RWA Optimizations (Market and Counterparty Risk)

- Drive analytics around capital usage which can be used to improve RoRWA and RoLBS ratios

- Managing daily deliverables and meeting all agreed SLAs and Work closely with Regional stakeholders and senior management on ADHOC requests and analysis.

- Create prototypes of innovative tools/models to facilitate decision analytics for trading or risk business.

- Ensure cross training and knowledge transfer within the team.

Essential Skills/Basic Qualifications :

- Graduate or MBA from top tier Engineering/Business school.

- Excellent verbal and written communication skills, able to clearly articulate complicated issues to management and other impacted areas and ensure timely resolution of issues and breaches.

- Highly analytical and numerate with exceptional problem solving abilities and Comprehensive knowledge on Derivative products and associated risks.

- MS Access, SQL, VBA, R, Python - Technical Knowledge - Database development and management. Advanced Excel (Pivot tables, Macros), MS Office skills and inclination to add IT Skills like Qlikview.

- Well organised with good time management skills and the ability to meet tight deadlines and prioritise tasks. Ability to multi-task and prioritise accordingly in a highly pressurised environment.

- Able to work effectively as part of a large team and willing to take on responsibility.

Desirable skills/Preferred Qualifications : 

- Prior experience in working with large data and on tools such as Spotfire, Qlikview, SQL, R or Python is a plus.

- Any progress on CFA or FRM is preferred

- Works in a risk relevant role and have knowledge about regulations related to capital, liquidity Risk etc