TRS Pricing Associate, Global Markets - leading Securities firm
Core
Develop quantitative pricing models to optimize stock inventory and drive TRS short-position business strategies.
Role type
Quantitative Analyst (Derivatives Pricing)
Builds
Quantitative inventory pricing models and dynamic pricing mechanisms
Domain
Financial Services / Derivatives / Cross-border Trading
Deliverable
production ML models
Required skills
Python, SQL, VBA, quantitative analysis, data processing, derivatives trading, inventory management
Preferred skills
CFA, FRM, financial modelling, competition awards
Technologies
Python, VBA, SQL
Responsibilities
Monitor and analyze stock inventory supply and utilization, collect and analyze client requirements for TRS short-position business, develop and enhance quantitative inventory pricing models, execute daily inventory deployment, enhance inventory management system functionalities, refine end-to-end inventory-related policies and operating procedures