Look at the current /pipeline work slate of Quant and identify data sources in structured/unstructured manner. If unstructured, then initiative a drive to bring in structured form by adding in golden source (Meteor) by working with support teams like IT, FO, MO, BO.
Identify synergies around current/pipeline work of Quant to build global tools.
Over a period of time, look at all the various data sources of EFG world and come up with more innovative & meaningful analytics which in turn may benefit the firm.
Excellent in IT skills like SQL, Python & preferred Equity Financing domain know how to build efficient tactical tools, which are scalable, stable and can be industrialized. Socialize the same within the current team and implement accordingly.
Will have to be pro-active in owning the pre-existing models of Client Optimization and supporting the model outputs with good explanation of daily explains.
Will focus on building strategic platforms for the various systems involved in the EFG business by partnering with regional desks and IT teams to spear head the initiatives of centralised data warehouse, ensure all the projects are sourcing information from the central data warehouse, and ensure synergies across regions to develop global solutions/models in coordination with the desks.
Over time should be able to independently analyse the cash and synthetic business to highlight inefficiencies and develop potential solutions
Develop statistical forecasting models for managing funding risk and predicting cost.
Take initiative in proposing trading ideas and executing them with desks approval with an aim to increase book PnL.
The role demands in depth knowledge on Securities Lending, Synthetics, Cash Prime Broker platform, understand the current global banking policies like Basel III & its implication on EFG business, approach & suggest new initiatives to global desk due to change in business environments, constant relationship building with global desk managers to understand the burning needs of the global desks and provide appropriate solutions.
Role also demands to have team leader attributes.