Client Financing Strategist (Front Desk Quant) (Hybrid) / Stratège du financement de la clientèle (analyste quantitatif·ve à la réception) (hybride)
Core
Develop pricing and risk models, implement electronic trading algorithms, and build data analytics for client financing trading in repo, bills, total return swaps, and bond forwards.
Role type
Front Desk Quant/Strategist (Client Financing)
Builds
Trading applications and risk/P&L systems for client financing products
Domain
Financial Services / Fixed Income / Repo Markets
Deliverable
production ML models
Required skills
Constrained optimization, Statistical modeling (PGMs, MCMC, Bayesian networks), Python, Scala, Data analytics, Risk modeling
Preferred skills
Generative models (GANs, VAEs, GFlowNets), Fixed Income products
Technologies
Python, Scala
Responsibilities
Drive automation of sales and trading workflows, Develop and support trading applications in a Python-based data analytics library, Develop and support a Scala-based risk and P&L system, Collaborate with Operations, Middle Office, and IT to improve workflows, Acquire knowledge of repo markets to improve collateral allocation and funding, Establish relationships with Sales and Trading to identify P&L opportunities