Our client, a leading global investment bank, is looking for a senior quant/strategist (Vice President) to join their growing securities lending business in Asia.

Responsibilities:
– Work with traders on pricing, risk modeling/analysis for the stock loan business
– Develop analytical tools to identify the risk profile of clients’ portfolios
– Generate advanced metrics to monitor/optimize funding and balance sheet across the business
– Optimizing inventory management across stock loan book and margin lending book
– Analyzing lender behavior and profitability
– Developing margining methodologies covering multiple asset classes (eq, credit, FX, IR, commodities)
– Working with risk managers to understand and model the risk profile of clients’ portfolios
– Developing analytical tools to optimize liquidity, revenues and profits across the business

Requirements:
– Proven experience of working as a desk strategist / quant in a top-tier financial firm
– PhD or Masters degree with a first class academic background in a mathematics / engineering discipline
– Exceptional communication skills
– Experience with object oriented design and programming in C++, Java, etc
– A solid understanding of financial markets, econometrics and/or stochastic modeling
– Experience in Prime Brokerage would be a significant advantage