QUANTITATIVE Analyst for LIBOR transition / SOFR project

QUANTEAM NORTH AMERICA

Job id:
330053022
Published:
7-3-2019
Expires:
8-3-2019
Job type:
Full-time
Job sector:
Banking & Finance, Business & Consulting
Location and routes
Job id:
330053022
Published:
7-3-2019
Job type:
Full-time
Expires:
8-3-2019
Note that this advert has expired!
The application deadline for this job advert has expired, and it is no longer possible to apply for the position.
The job advert is displayed for reference purposes only.

QUANTITATIVE Analyst for LIBOR transition / SOFR project

*This position is not available to J-1 visa seekers*

Analyst for LIBOR transition / SOFR project
CONTEXT & RESPONSIBILITIES
As a QUANTEAM Consultant, within the Quant department of the bank, next to the trading floor, we offer an opportunity to work on the SOFR project LIBOR transition. The role will focus on analytics, models and pricing tools for Rates trading and structuring, in particular quantitative analysis and model developments related to the LIBOR transition.
REQUIRED SKILLS

You have strong quantitative modelling skills, familiarity with rates models and
analytics.
Ideally you have LIBOR experience
You have around 5 years of experience in this area
You are able to conduct research and support them to the business and top management
You have good programming skills, preferably in C/C++, C# or PYTHON
You have the ability to work both independently and as part of a team
You have excellent written and verbal communication skills
You are fluent in English / French is a plus
You have advanced degree in Financial engineer

WHO WE ARE

Quanteam is an independent Financial Markets consulting company created in Paris in 2007 employing more than 750 consultants based in Paris, London, Brussels, Bucarest, Casablanca, New-York, Chicago and Montréal.

We deliver business consulting and systems integration and outsourcing across the finance industry. Today, we have teams engaged on projects with Investment Banks, Asset Managers, Private Banks, and providers of Investor Services. We cover all kind of financial products, such as Equity derivatives, Fixed Income or Loans. We focus our activities on Front, Middle and Back offices activities, Risk, Compliance and Finance services.

We help the people running the business, operations and technology functions of famous financial organizations (HSBC, SGCIB and BNP Paribas) to improve their performance by helping them to predict, prepare for and manage change.

We offer 4 kinds of opportunity as below:
-Operational/business advisory : quantitative analyst, IT Quant, Risk management (credit, market and counterparty risks), banking regulations (Basel III, Solvency II, FATCA, EMIR, DFA), Structuring and pricing, valuation, performance analysis, organizational transformation and process optimization.
-IT advisory : Business Analyst, IT development and IT support for trading applications (Sophis, Murex, Summit Calypso), electronic platforms (Horizon, Ion) and market data providers (Bloomberg, Reuters), Project Manager Office, Project Manager IT.
-Operations advisory : back & middle office
-Digital transformation: BI, Big Data, New web technologies, Embedded applications, Connected objects, Project Management
 

*This position is not available to J-1 visa seekers*

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