Quantitative Analyst – Actively Managed Notes (AMCs)
We have a current opportunity for a Quantitative Analyst on a contract basis (6 weeks.) The position will be based in London or Frankfurt. For further information about this position please apply.
Overview: The Quantitative Analyst specialising in Actively Managed Notes (AMCs) will work closely with the legal documents teams and other stakeholders to develop, structure, and manage AMCs. This role requires a deep understanding of financial models, risk management, and legal compliance to ensure that AMCs are structured and managed effectively, in accordance with all regulatory and contractual obligations.
Key Responsibilities:
- Model Development and Management:
Develop and maintain quantitative models used to structure AMCs, including performance simulations, risk assessments, and pricing models. Ensure that models comply with the legal frameworks governing AMCs, particularly with regard to the calculation of fees, performance metrics, and risk measures. - Legal Document Review and Interpretation:
Collaborate with legal teams to review and interpret legal documents related to AMCs, including term sheets, prospectuses, offering memoranda, and investment guidelines. Ensure that the terms specified in legal documents are accurately reflected in the quantitative models and the overall structure of the AMCs. Assist in drafting the quantitative aspects of legal documents, ensuring that complex financial concepts are clearly and accurately presented. - Compliance and Regulatory Adherence:
Work with compliance teams to ensure that all AMCs adhere to relevant regulatory requirements, including those related to risk management, investor protection, and reporting. Update models and AMC structures as needed to remain compliant with changing regulations. Develop and implement risk management strategies for AMCs, ensuring that risks are identified, quantified, and managed in line with legal and regulatory requirements. Regularly monitor the performance of AMCs and adjust models and strategies as needed to manage risks effectively. - Performance Monitoring and Reporting:
Monitor the performance of AMCs, using quantitative models to track key performance indicators (KPIs) and ensure they meet the expectations set out in legal documents. Prepare detailed reports for internal stakeholders, clients, and regulatory bodies, ensuring that all quantitative data is accurate and aligned with legal requirements. - Stakeholder Communication:
Act as a liaison between quantitative teams, legal departments, and other stakeholders, ensuring that all parties are aligned on the structure, management, and performance of AMCs. Provide quantitative support during negotiations with counterparties, ensuring that financial terms are favorable and compliant with legal standards. - Product Development and Innovation:
Participate in the development of new AMC products, bringing quantitative expertise to the design and structuring process. Work with legal teams to draft and review new legal documents related to these products, ensuring that all quantitative aspects are accurate and enforceable.
Qualifications:
- Advanced degree in Finance, Mathematics, Economics, or a related field.
- Strong understanding of financial instruments, particularly structured products and derivatives.
- Proficiency in quantitative modeling and programming languages (e.g., Python, R, MATLAB).
- Experience working with legal documents in a financial context.
- Knowledge of relevant regulatory frameworks (e.g., MiFID II, SEC regulations).
- Excellent communication skills, with the ability to explain complex quantitative concepts to non-technical stakeholders.
Key Skills:
- Quantitative Analysis
- Legal Document Interpretation
- Compliance and Regulation
- Structured Products
- Stakeholder Communication
This role requires a combination of technical quantitative skills and the ability to navigate the complexities of financial regulations and legal documentation. The Quantitative Analyst must be detail-oriented, with a strong focus on ensuring that all aspects of AMC structuring and management are legally sound and compliant.
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