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Quantitative Services Sr Professional - Chicago, IL

Chicago, Illinois

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:

  • Driving strategic implementation of Margin Management Dashboard that enables daily monitoring of bank’s overall margin and liquidity management reporting.
  • 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.
  • Collaborating with various organizations like CTO & Corp Treasury desk, Finance, Collateral Operations, Quants and Technology partners to support bank’s collateral optimization efforts.

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).
  • Provide overall support for the build out of Margin Management Dashboard for daily monitoring to assess bank’s overall margin and liquidity.
  • Develop and foster a positive relationship with various 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.

Enterprise Role Overview: Leads multiple projects that are significant in scope and impact. Serve as a SME and use that expertise to influence the optimal design and delivery of projects. Expected to lead by influence and drive strategic adoption. Demonstrated progressive growth in skill and responsibilities in various roles. Has extensive professional and functional knowledge developed through financial industry experience. Key responsibilities include: Provide subject matter expertise in process design, tool development or methodology validation ; Design and roll out analytical and technical tools for validations of new models/methodology; Provides guidance and mentoring to junior analysts as needed; Be a solution provider who can leverage the knowledge and experience to deliver a high quality end product; 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.

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

  • At least 4 years of experience in financial markets with advanced degree in financial mathematics, financial engineering, statistics, economics or other quantitative discipline.
  • Hands on experience with Python, SQL and VBA.
  • Self-starter individual who can solve complex problems, provide guidance, drive prioritization and adopt strategic vision.
  • 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.
  • Strong analytical and problem solving skills with the ability to interpret large amounts of information and conceptualize the impact across operational processes.
  • Proven track record in leading large and high exposure initiatives.

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.

Job Band:

H5

Shift: 

1st shift (United States of America)

Hours Per Week:

40

Weekly Schedule:

Referral Bonus Amount:

0

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:

  • Driving strategic implementation of Margin Management Dashboard that enables daily monitoring of bank’s overall margin and liquidity management reporting.
  • 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.
  • Collaborating with various organizations like CTO & Corp Treasury desk, Finance, Collateral Operations, Quants and Technology partners to support bank’s collateral optimization efforts.

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).
  • Provide overall support for the build out of Margin Management Dashboard for daily monitoring to assess bank’s overall margin and liquidity.
  • Develop and foster a positive relationship with various 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.

Enterprise Role Overview: Leads multiple projects that are significant in scope and impact. Serve as a SME and use that expertise to influence the optimal design and delivery of projects. Expected to lead by influence and drive strategic adoption. Demonstrated progressive growth in skill and responsibilities in various roles. Has extensive professional and functional knowledge developed through financial industry experience. Key responsibilities include: Provide subject matter expertise in process design, tool development or methodology validation ; Design and roll out analytical and technical tools for validations of new models/methodology; Provides guidance and mentoring to junior analysts as needed; Be a solution provider who can leverage the knowledge and experience to deliver a high quality end product; 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.

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

  • At least 4 years of experience in financial markets with advanced degree in financial mathematics, financial engineering, statistics, economics or other quantitative discipline.
  • Hands on experience with Python, SQL and VBA.
  • Self-starter individual who can solve complex problems, provide guidance, drive prioritization and adopt strategic vision.
  • 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.
  • Strong analytical and problem solving skills with the ability to interpret large amounts of information and conceptualize the impact across operational processes.
  • Proven track record in leading large and high exposure initiatives.

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.

Shift:

1st shift (United States of America)

Hours Per Week: 

40

Learn more about this role

Full time

JR-21038599

Band: H5

Manages People: No

Travel: Yes, 5% of the time

Manager:

Talent Acquisition Contact:

Viviana Renshaw

Referral Bonus:

0

Street Address

Primary Location:
540 W Madison St, IL, Chicago, 60661