• Competitive
  • Hong Kong
  • Permanent, Full time
  • Citi
  • 2019-03-22

Prime Finance Quantitative Analyst

Prime Finance Quantitative Analyst

  • Primary Location: Hong Kong SAR of PRC,Hong Kong,Hong Kong
  • Education: Bachelor's Degree
  • Job Function: Trading
  • Schedule: Full-time
  • Shift: Day Job
  • Employee Status: Regular
  • Travel Time: No
  • Job ID: 19002592


Within the Equities and Prime Finance business, the Equity Financial Resource Management team is responsible for efficient secured funding of all equity collateral (across Prime, Delta One and Equities), optimization of scarce resources, FRM analytics and client returns.  The Returns team focus on platform returns optimization through implementing industrial tools for collateral optimization and liquidity management.  The team designs and models Client Analytics platform to increase revenues and market share globally.  Additionally, development of quantitative models to support Prime Finance and Delta One trading desks is a part of the core strategy.
Key Responsibilities:
  • Produce analytics which incorporate capital, balance sheet, liquidity, P&L and returns
  • Optimize sources and uses of Assets/Liabilities for an efficient and dynamic inventory management
  • Translate regulatory drivers into analytics for pricing and decision making processes
  • Build a strong partnership with Technology teams globally to deliver a robust infrastructure
  • Interaction with trading and sales teams to support pricing and revenue generation
  • Monitor client returns and identify optimization trades and opportunities
  • APAC Pricing portfolio financing across Prime Finance and Delta One
  • Maintain quick responsiveness to clients with regards to analysis and requests in the region


Qualifications and Competencies
  • Strong analytical and programming background with specific experience in non-linear optimization and portfolio optimization
  • Experience in object-orientated programming and the architecture of trading platforms
  • Understanding of the Equities business essential and exposure to Delta One and Prime Finance a significant advantage
  • Excellent communication skills