Website:
mattnoyceconsulting.com.au
Job details:
You will work closely with QIS Structuring, Trading, and Technology teams, contributing to the build‑out and scaling of robust analytics and automation frameworks—primarily using Python—to support existing strategies and unlock new business opportunities.
Key Responsibilities
- Contribute to new product development initiatives, including back‑testing, scenario analysis, and operational readiness.
- Assist in the implementation and maintenance of quantitative models underpinning systematic strategies across asset classes.
- Ability to write quant rules and codes for QIS strategies internal calculation engine in partnership with Trading and Structuring teams.
- Develop and enhance automated tools and workflows for QIS calculations, monitoring, and controls, with a strong focus on scalability and robustness.
- Ensure data accuracy, auditability, and control discipline across strategy calculations and daily processes.
- Collaborate with global stakeholders across APAC, EMEA, and Technology to support strategy rollout and ongoing optimization.
Key Skills & Experience (Critical)
To be successful in this role, candidates should demonstrate:
- Strong quantitative background
- Solid foundation in mathematics, statistics, or financial engineering.
- Ability to understand and implement systematic strategy logic.
- Programming & Automation Expertise
- Hands‑on coding experience, ideally in Python.
- Experience building analytical tools, scripts, or data pipelines in a market environment.
- High Attention to Detail
- Proven ability to work with precision in valuation, reconciliation, and control‑sensitive processes.
Highly Valued / Preferred Skills
- Previous experience in a Global Markets or front‑office aligned environment, preferably within QIS, Structured Products, or Strats.
- Familiarity with QIS Structuring concepts such as:
- Systematic strategy design
- Back‑testing and performance attribution
- Index lifecycle and rebalancing logic
- Strong communication and interpersonal skills, with the ability to interact confidently with Trading, Structuring, and Technology stakeholders.
- Willingness to support Japan market hours, with APAC shift coverage.
Role Requirements
- Basic but sound knowledge of financial markets and instruments.
- Exposure to or strong interest in Quantitative Investment Strategies / Strats domain.
- Willingness to work in an APAC shift (approx. 6:00 AM – 4:00 PM IST) to support Japan and broader regional markets.
- Ability to operate in a fast‑paced, delivery‑driven environment with high standards of control and governance.
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