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Quantitative Services Manager - Global Markets Shared Operations

In United States

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Quantitative Services Manager - Global Markets Shared Operations   

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JOB TITLE:

Quantitative Services Manager - Global Markets Shared Operations

JOB TYPE:

JOB SKILLS:

JOB LOCATION:

Charlotte, NC | Jersey City, NJ United States

JOB DESCRIPTION:

Client is one of the world's largest financial institutions, serving individual consumers, small and middle market businesses and large corporations with a full range of banking, investing, asset management and other financial and risk-management products and services. Following the acquisition of Merrill Lynch on January 1, 2009, Client is among the world's leading wealth management companies and is a global leader in corporate and investment banking and trading across a broad range of asset classes serving corporations, governments, institutions and individuals around the world. In Canada, Client has a strong market position on which to continue to build, as well as a clear commitment to the market.

 

Job Description

This role will be part of the Quantitative Services team within Global Markets Shared Operations (GMSO). As part of the Collateral Optimization initiative, the Quantitative Services team is responsible for developing overall framework for supporting effective collateral optimization and reporting.

 

The scope of work as part of this initiative includes:

  • Leading development of Collateral Optimization Data (CODA) infrastructure which is the backbone for providing consolidated collateral data in consumable format for effective collateral management and optimization.
  • Support a multiyear, multimillion dollar Trade Product Collateral (TPC) program to bring greater transparency and optimization of inventory and funding requirements across all desks.

 

Responsibilities

  • Support infrastructure design and development for effective collateral management, including strategy on data sourcing, data transformation and visualization.
  • Handle ad-hoc requests from CTO and Corporate Treasury desks on data query, P&L & Risk reporting.
  • Leverage strong quantitative and programming skills to drive development of collateral optimization methodology.
  • Engage in the development, maintenance and enhancement of the Collateral Optimization Data (CODA).
  • Collaborate, develop and foster a positive relationship with various TO & Corp Treasury desk, Finance, Collateral Operations, Quants partners and stakeholders to define project deliverables and drive execution.
  • Propose creative solutions to meet technical and business requirements.
  • Provide concise and crisp status updates to senior management on projects.

 

Required Skills: (Must have these skills to be minimally qualified)

  • At least 4 (four) years of experience in financial markets
  • Hands on experience with Python, SQL and VBA.
  • Strong analytical and problem solving skills with the ability to interpret large amounts of information and conceptualize the impact across operational processes.
  • Self-starter individual who can solve complex problems, provide guidance, drive prioritization and adopt strategic vision.
  • Strong communication and stakeholder management skills.
  • Able to deliver independently but also collaborate and deliver as one team.
  • Understands financial products across all asset classes in global markets and has extensive knowledge or experience with Fixed Income and Credit derivatives products.
  • Knowledge and understanding of securities collateral and treasury management activities

 

Desired Skills:

  • Advanced degree in financial mathematics, financial engineering, statistics, economics or other quantitative discipline.

 

Other Qualifications:

  • 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.

 

Enterprise Role Overview:

Manage a team of quantitative professionals to deliver on various projects. Serve as the key QS lead on various high profile projects. Expected to communicate effectively with senior management across functional teams. Effectively manage junior analysts to produce high quality deliverables from the team across projects. Must be able to understand the details of the various projects under the team and communicate updates effectively. Has extensive professional and managerial experience through progressive career growth in the financial industry. Key Responsibilities include: Provide daily direction to team to deliver on various projects related to expertise in process design, tool development or methodology validation; Key responsibility for the design and roll out analytical and technical tools for validations of new models/methodology; Provides guidance and mentoring to direct reports by effectively managing team and resources; Must have a solid understanding of financial products and their implementation within the banks risk and pricing infrastructure; 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.

Position Details

POSTED:

Oct 03, 2022

EMPLOYMENT:

INDUSTRY:

SNAPRECRUIT ID:

S16571232632406390

LOCATION:

United States

CITY:

Charlotte, NC | Jersey City, NJ

Job Origin:

OORWIN_ORGANIC_FEED

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In Dallas Fort Worth
Aug 19, 2017 9am-6pm
All job seekers welcome!

Quantitative Services Manager - Global Markets Shared Operations    Apply

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<div> <p><span>Client is one of the world's largest financial institutions, serving individual consumers, small and middle market businesses and large corporations with a full range of banking, investing, asset management and other financial and risk-management products and services. Following the acquisition of Merrill Lynch on January 1, 2009, Client is among the world's leading wealth management companies and is a global leader in corporate and investment banking and trading across a broad range of asset classes serving corporations, governments, institutions and individuals around the world. In Canada, Client has a strong market position on which to continue to build, as well as a clear commitment to the market.</span></p> <p> </p> <p><u>Job Description</u></p> <p><span>This role will be part of the Quantitative Services team within Global Markets Shared Operations (GMSO). As part of the Collateral Optimization initiative, the Quantitative Services team is responsible for developing overall framework for supporting effective collateral optimization and reporting.</span></p> <p> </p> <p><span>The scope of work as part of this initiative includes:</span></p> <ul> <li><span>Leading development of Collateral Optimization Data (CODA) infrastructure which is the backbone for providing consolidated collateral data in consumable format for effective collateral management and optimization.</span></li> <li><span>Support a multiyear, multimillion dollar Trade Product Collateral (TPC) program to bring greater transparency and optimization of inventory and funding requirements across all desks.</span></li> </ul> <p> </p> <p><u>Responsibilities</u></p> <ul> <li><span>Support infrastructure design and development for effective collateral management, including strategy on data sourcing, data transformation and visualization.</span></li> <li><span>Handle ad-hoc requests from CTO and Corporate Treasury desks on data query, P&L & Risk reporting.</span></li> <li><span>Leverage strong quantitative and programming skills to drive development of collateral optimization methodology.</span></li> <li><span>Engage in the development, maintenance and enhancement of the Collateral Optimization Data (CODA).</span></li> <li><span>Collaborate, develop and foster a positive relationship with various TO & Corp Treasury desk, Finance, Collateral Operations, Quants partners and stakeholders to define project deliverables and drive execution.</span></li> <li><span>Propose creative solutions to meet technical and business requirements.</span></li> <li><span>Provide concise and crisp status updates to senior management on projects.</span></li> </ul> <p> </p> <p><b>Required Skills:</b> (<span>Must have these skills to be minimally qualified)</span></p> <ul> <li><span>At least 4 (four) years of experience in financial markets </span></li> <li><span>Hands on experience with Python, SQL and VBA.</span></li> <li><span>Strong analytical and problem solving skills with the ability to interpret large amounts of information and conceptualize the impact across operational processes.</span></li> <li><span>Self-starter individual who can solve complex problems, provide guidance, drive prioritization and adopt strategic vision.</span></li> <li><span>Strong communication and stakeholder management skills.</span></li> <li><span>Able to deliver independently but also collaborate and deliver as one team.</span></li> <li><span>Understands financial products across all asset classes in global markets and has extensive knowledge or experience with Fixed Income and Credit derivatives products.</span></li> <li><span>Knowledge and understanding of securities collateral and treasury management activities</span></li> </ul> <p> </p> <p><b>Desired Skills:</b></p> <ul> <li><span>Advanced degree in financial mathematics, financial engineering, statistics, economics or other quantitative discipline.</span></li> </ul> <p> </p> <p><b>Other Qualifications:</b></p> <ul> <li><span>Strives to bring new thoughts and ideas to teams in order to drive innovation and unique solutions.</span></li> <li><span>Excels in working among diverse viewpoints to determine the best path forward.</span></li> <li><span>Experience in connecting with a diverse set of clients to understand future business needs – is a continuous learner.</span></li> <li><span>Commitment to challenging the status quo and promoting positive change.</span></li> <li><span>Participate in and drive collaborative efforts to advance tools, technology, and ways of working to better serve an evolving client base.</span></li> <li><span>Believes in value of diversity so we can reflect, connect and meet the diverse needs of our clients and employees around the world.</span></li> </ul> <p> </p> <p><i>Enterprise Role Overview:</i></p> <p><i>Manage a team of quantitative professionals to deliver on various projects. Serve as the key QS lead on various high profile projects. Expected to communicate effectively with senior management across functional teams. Effectively manage junior analysts to produce high quality deliverables from the team across projects. Must be able to understand the details of the various projects under the team and communicate updates effectively. Has extensive professional and managerial experience through progressive career growth in the financial industry. Key Responsibilities include: Provide daily direction to team to deliver on various projects related to expertise in process design, tool development or methodology validation; Key responsibility for the design and roll out analytical and technical tools for validations of new models/methodology; Provides guidance and mentoring to direct reports by effectively managing team and resources; Must have a solid understanding of financial products and their implementation within the banks risk and pricing infrastructure; 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.</i></p> </div>


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