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 to improve efficiency for client financing trading in repo, bills, total return swaps, and bond forwards.
Role type
Front Desk Quantitative Strategist (Client Financing)
Builds
Production trading applications, risk and P&L systems, and data analytics libraries
Domain
Financial Services / Fixed Income / Repo Markets
Required skills
Constrained optimization, Statistical modeling (PGMs, MCMC, Bayesian networks), Python, Scala, Data analytics, Risk management, P&L attribution
Preferred skills
Generative models (GANs, VAEs, GFlowNets), Fixed Income products
Technologies
Python, Scala
Responsibilities
Automate sales and trading workflows, Develop and support Python-based data analytics library, Develop and support Scala-based risk and P&L system, Collaborate with Operations/Middle Office/IT to improve workflows, Acquire knowledge of repo markets for collateral allocation and funding, Establish relationships with Sales/Trading to identify P&L opportunities
Seniority
Mid-Senior, hands-on IC
