Quantitative Services (QS) is a resource pool managed within GBAM OPS Shared Operations (GOSO) providing support to many different areas of the Bank such as Front Office, Market Risk, Corporate Treasury, Finance and Operations. QS is a sub-specialty within GOSO focusing on development and operation of processes with a high degree of quantitative analysis, data management or technology development. QS consists of Business as Usual (BAU) and Initiative teams, both of which help drive improved processes, process automation, strategic infrastructure adoption and operational efficiencies by leveraging innovative techniques and quantitative solutions. LOB Specific Description:
- Works as part of an internal consulting team on projects that combine business knowledge and quantitative expertise to deliver high quality solutions for clients
- Works directly with trading desk business partners in a fast-paced environment to develop portfolio analytics tools to help them better manage their portfolios
- Applies expertise in capital markets products and quantitative modeling to solve business problems or provide tools for in depth analysis
- Leads projects through interacting directly with clients, identifying solutions, and developing prototypes quickly to allow the business to take advantage of market opportunities
- Maintains and manages relationships with clients to support the reputation and brand of the team
- Builds technology solutions in Python that are reliable and efficient
(Must have these skills to be minimally qualified)
- Python programming, SQL, VBA experience
- Knowledge of broad range of OTC derivative, FIF, Repo and loan products, Credit Risk, VaR and XVA Models for FO or Risk valuation.
- Ability to leverage strong quantitative and programming skills to build deep knowledge of the bank’s analytical libraries and infrastructure
- Experience with handling large data set with the ability to transform information into concise presentations with sound business conclusions and recommendations
- Strong analytical and problem solving skills with the ability to interpret large amounts of information and conceptualize the impact across operational processes
- Excellent communication & analytical skills
Enterprise Role Overview:
- Strives to bring new thoughts and ideas to teams in order to drive innovation and unique solutions.
- Excels in working among diverse viewpoints to determine the best path forward.
- Experience in connecting with a diverse set of clients to understand future business needs – is a continuous learner.
- Commitment to challenging the status quo and promoting positive change.
- Participate in and drive collaborative efforts to advance tools, technology, and ways of working to better serve an evolving client base.
- Believes in value of diversity so we can reflect, connect and meet the diverse needs of our clients and employees around the world.
Leads multiple projects that are significant in scope and impact. Serve as a SME and use that expertise to influence the optimal design and delivery of projects. Expected to lead by influence and drive strategic adoption. Demonstrated progressive growth in skill and responsibilities in various roles. Has extensive professional and functional knowledge developed through financial industry experience. Key responsibilities include:
Provide subject matter expertise in process design, tool development or methodology validation ; Design and roll out analytical and technical tools for validations of new models/methodology; Provides guidance and mentoring to junior analysts as needed; Be a solution provider who can leverage the knowledge and experience to deliver a high quality end product; and Understands financial products across all asset classes and has extensive knowledge of technical implementations. Posses advanced degree in physic, applied mathematics, statistics/probability or another heavy quantitative discipline.