In order to search for jobs specifically for CAIA Charterholders or those pursuing the CAIA Charter please enter “CAIA” in the search panel.
This will enable you to search for CAIA specific roles globally.
Develop Python quantitative modules in the platform to perform a wide range of operations & analysis, including basket customization, multi index hedge and optimization, collateral optimization, financial resources ( inventory & usage ) allocation, carry calculation, funding optimization, Axe list, performance & PnL monitoring, margin, RWA, balance sheet & CVA calculation,
Develop analytics libraries (C++) used for Total Return Swap pricing, execution and risk-management
Design & implement methods to understand client flow, revenue and cost in 360 degree angles, advise business on client strategic decisions.
Create, implement, and support quantitative models for the trading business leveraging a wide variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++ object oriented software design, Python, kdb, Structured Query Language (SQL), mathematical finance/ programming, machine learning, statistics and probability
Collaborate closely with Traders, Structurers, technology professionals and product dev to execute and very often lead the execution of global development plans.
Take ownership of projects and drive the renovation of trading strategies and client pitches.
Work in close partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit, Finance in order to ensure appropriate governance and control infrastructure
Build a culture of responsible finance, good governance and supervision, expense discipline and ethics
Appropriately assess risk/reward of transactions when making business decisions; and ensure that all team members understand the need to do the same, demonstrating proper consideration for the firm's reputation.
5-10 years of experience in a comparable quantitative modeling or analytics role, ideally in the prime services, Delta 1 or equities sector
Must have technical/programming skills; Python, C++, Exposure to Market Data; Statistics and Probability based calculations; solve analytical equations and design numerical schemes to analyze complex contracts; and Software design and principles
Must also possess any level of product knowledge, Investments and Quantitative Methods
Consistently demonstrates clear and concise written and verbal communication skills. Able to coordinate and lead projects across regions. Most of the projects will be global and candidate is expected to lead the conversation and project planning.