Analytics and Technology are seen as central to Global Markets Front Office business, not as support functions. Their primary output is a scalable and flexible Front Office pricing and risk management system with a consistent interface to Middle and Back offices. Consistency in analytics and the technology platform ensures that no arbitrage exists between parts of the Bank as well as rational allocation of constrained resources, including risk budget, balance sheet, funding, and capital.
As a Debt Strat, you will combine expertise in quantitative analytics, modeling, pricing, and risk management with a deep understanding of system architecture and programming.
Key responsibilities:
- Delivering an immediate book of work, already identified within the Bank's Global Markets Rates, Credit and Collateral Management business.
- Improving the automation of all profit and loss processes and existing risk processes.
- Enabling appropriate controls including market object, model choice, calibration choice, and a booking exception policy.
- Developing algorithms to automate the cheapest process, to deliver optimisation for the Bank's collateral management process.
- Developing execution tools for cash funding and securities repo transactions and incorporating this into the existing collateral management platform, to automate decision processes.
- Participating in the build-out of the Global Markets strategic analytics platform, in partnership with the Group Technology and Operations division.
- Migrate all Global Markets businesses to the single strategic Analytics platform.
You will have:
- Strong quantitative analytic, modelling, pricing and risk management skills, with experience within a financial services environment.
- Strong computing and programming (coding) skills and experience, utilising programming languages such as Matlab, R, S-Plus, C++, Structured Query Language (SQL) and Oracle.
- Typically Masters or Ph. D. in Maths, Physics or Computer Science from Ivy League level schools.
- The ability to communicate effectively across multiple teams and functions, in addition to excellent presentational skills.
- Ability to operate as a team player and to communicate effectively across multiple teams and functions.
- Able to multi-task different projects and prioritise against tight deadlines.
