Quantitative Finance Analyst
- London, England, Großbritannien London England GB
- Festanstellung, Vollzeit
- Bank of America Merrill Lynch
- 21 Sep 18 2018-09-21
Quantitative Finance Analyst
The EMEA Equity Quantitative Strategies Group (QSG) is seeking a Strat for a London based role within the Global Prime Brokerage team (Equity Asset Management Services).
The role requires working in partnership with the Financial Resources Group, Equity Synthetics & Stock Loan desk, Asset Optimisation Group, as well as technology support partners.
Primarily focusing on client attribution models, upon which analytics platforms and pricing/optimisation tools will be built, the role requires commercial aptitude and technical skills, as well as an ability to work directly with various groups in a fast paced environment. Strong interpersonal skills and an ability to work both independently and as part of a team is a must.
- Implement global methodologies to estimate revenues and costs for the Prime Brokerage business, and develop tools to understand drivers.
- Implement methodologies to allocate Capital to clients and develop tools to help optimize the business footprint.
- Develop strategic pricing tools across Prime Brokerage and Delta-One flow businesses.
- Develop summaries of metrics for internal & external clients
- Masters/PhD in a quantitative subject (e.g. Maths, Physics, Computer Science)
- Strong programming, analytical and data skills including;
- Experience of modern Object-oriented programming languages (Python or C# preferred)
- Knowledge or experience of enterprise databases, e.g. Sybase, Oracle, MSSQL or DB2; past experience with column store analytics DBs is highly desirable
- Competent with Excel, especially formula
- Excellent communication skills and an ability to work both independently and as part of a team.
- Detailed experience in finance industry
- Experience working in a front office role, or within a team directly supporting traders and/or salespersons
- Financial Markets experience/knowledge and understanding of trading mechanics of global equity markets; past experience of Prime Brokerage and/or Synthetics (Equity Swaps) businesses is highly desirable
- Knowledge of Python and associated common packages
- Involved in projects analysing or visualising large datasets for management reporting
- Proven track record of working in global teams, dealing with different parts of an institution especially coordinating with technology colleagues
Good conduct and sound judgment is crucial to our long term success. It's important that all employees in the organisation understand the expected standards of conduct and how we manage conduct risk. Individual accountability and an ownership mindset are the cornerstones of our Code of Conduct and are at the heart of managing risk well.
As part of our standard hiring process to manage risk, please note background screening checks will be conducted on all hires before commencing employment
Posting Date: 06 September 2018
Closing Date: 04 October 2018
Salary Offered: Competitive salary and benefits package offered
If you are interested in this opportunity please send your details to us by applying online with your CV.
We are an equal opportunities employer, and ensure that no applicant is subject to less favourable treatment on the grounds of gender, marital status, race, colour, nationality, ethnic or national origins, age, sexual orientation, responsibilities for dependants, physical or mental disability. The Bank selects candidates for interview based on their skills, qualifications and experience.