Liquidity Analyst

The ideal candidate is a result oriented, self-motivated, ambitious individual who aspires to maximise revenue for the company. A person who has excellent interpersonal and analytical skills, a passion for markets, microstructure and data, and who embraces a fast paced working environment.

Key Responsibilities include (but are not limited to):

• Assisting the group and regional heads of liquidity in maintaining and enhancing liquidity provision across the Finalto group.
• Working within the team, and independently where necessary, to enhance existing analytics capabilities utilising Python, KDB & SQL, as well as utilising (and improving) proprietary internal tooling.
• Building and maintaining frameworks to model and back-test changes to our liquidity landscape.
• Building and maintaining models for client categorisation and flow anomaly detection.
• Continuous monitoring of client flow metrics to ensure that pricing models are optimally calibrated against both flow risk profile and client expectations. Adhering to applicable internal and regulatory requirements.
• Providing both scheduled and ad-hoc reporting to our clients and liquidity partners, as well as to internal stakeholders.
• Monitoring and analysing performance of Finalto’s systematic liquidity provision from both a pricing quality and a risk perspective. Expressing ideas to enhance this offering, working in conjunction with our quant trading team.
• Ensuring Finalto’s liquidity management and governance retains a consistently excellent reputation across our full spectrum of trading partners, as well as with the wider wholesale and retail trading industry as a whole.

Experience & Skills:

• First degree holder in any numerate discipline is a minimum pre-requisite. Strong in Mathematics and Statistics. A higher qualification and ability to evidence more in-depth work in statistical modelling would be a plus
• Experience in the design and implementation of statistical / machine learning models to solve real world problems with large, time series datasets.
• Experience in fast prototyping of production grade dashboarding using frameworks such as Streamlit / Shiny etc.
• Experience working with GIT, JIRA and other tooling that adds technical rigour.
• Use of recognised analytic tools for extracting data and solving problems with large volume intraday time series datasets. Python / KDB / SQL are the key tools used across the team, but we will consider alternative experience (R / MatLab / OneTick / TimescaleDB etc).
• Some experience in wholesale liquidity provision / algorithmic trading at intraday frequency would be a plus.
• Fluent in English, with strong verbal and written communication skills
• Above all a curious mind, a passion for high volume financial markets liquidity provision and an open, collegiate team attitude are absolute pre-requisites for the incoming person.

This is a newly created role in an expanding team that sits very much at the heart of Finalto’s globally renowned liquidity franchise. As such the successful candidate can expect a fast paced and at times high pressure environment, but that which will offer almost unrivalled career trajectory in a sophisticated, data driven business with a refreshingly flat structure and friendly, experienced but accessible leadership team.