Allegis Global Solutions is the exclusive Contingent HR services provider for one of the world’s leading banks.
At Allegis Global Solutions we’re proud to be the leader in global talent solutions. We draw upon decades of industry expertise to develop innovative tools, products, processes and strategies focused on outcome. Moreover, we’re incredibly proud to have built a culture that empowers our people to make their mark while making deep connections that will last a lifetime. With our passion and culture for talent, we are truly transforming the way the World acquires talent.
Our Client is one of the leading global wealth managers with strong investment banking and asset management capabilities. Founded in 1856, they have expanded to be a global force employing over 45,000 people in 50 countries. With new leadership, a new strategy and a streamlined global organization, they are set for growth.
The role will be a part of the ISG structuring team which mainly offers solutions for structured fund, SPV, variable annuity, quantitative investment strategies and fund-linked product, ranging from idea generation, pricing to trade execution for retail and institutional clients in Japan.
- Support a number of critical daily tasks/processes associated with our structured fund/SPV business and help ISG structuring team in developing / improving existing IT tools.
- Automate existing process by leveraging on existing ISG IT platform.
- Work on new trade from idea generation, backtesting to trade execution and post-trade services.
Essentials Skills and Qualifications:
- Very strong proficiency programming languages, such as R, Python. Able to code new strategies in the system and automate relevant process using existing IT platform.
- Very strong proficiency with excel (incl. VBA). Excel (and VBA) knowledge is required to ensure the candidate is able to support the existing daily process.
- Basic knowledge of derivatives/mathematical finance and optimization technique
- Good communication skills, able to articulate ideas clearly
Desired Skills and Qualifications:
- Undergraduate degree in sciences (math, engineering. actuary) or quantitative/mathematical finance. Will also consider quality candidates (demonstrated by high GPA and coursework) who are on their last year at local university and who are willing to sit out one semester.
- Basic knowledge on backtesting, index creation is a plus
- Detailed oriented and self-motivated individuals