The Funding and Counterparty Risk Technology (FCRT) group is responsible for management of financial resources within ISG Sales and Trading and is positioned at the core of transaction flows to ensure proper and consistent allocation and pricing of resources across market facing businesses.
The group owns systems that support counterparty risk, securities lending, secured financing, funding optimization, and collateral management. As one of the largest institutional banks in the market, we have presence in many different markets, we deal with almost every asset type that our clients trade, and we have the privilege and responsibility to manage collateral worth hundreds of billions of dollar for the firm.
We are looking for a quantitative analyst who can work full time as part of the FCRT strat team to solve challenging problems in counterparty risk management, collateral/resource optimization, capital efficiency, liquidity management, and inventory management not to mention several other opportunities ripe for exploration. In addition to solving challenging problems, we also expect a successful person in this role to be able to speak plainly and explain complex concepts to a non-technical audience easily.
The role also requires the person to spend considerable time with the group?s business partners and develop a keen understanding of the group?s functional domain and the day-to-day challenges faced by our business
Education: A degree in any field that requires significant mathematics is the minimum requirement for this role. Examples include but are not limited to Pure/Applied Mathematics, Theoretical/Applied Physics, Actuarial Science, Financial Mathematics, Operations Research, and Data Science.
Quant skills: Multivariate calculus, optimization techniques, probability theory, statistical analysis.Knowledge of quantitative risk management, product valuation models, or portfolio theory is optional but will be considered an added advantage.
Programming Languages: The candidate must be able to demonstrate intermediate level skills in at least one mainstream programming language. Examples include but are not limited to Python, MatLab/GNU Octave, R, Java, C#, or C++.
Database Technology: Basic knowledge of SQL for relational databases such as IBM DB2, Sybase, etc. is mandatory.
Communication Skills: Excellent oral and written English communication and presentation skills are required for this role.
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