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Investment Banking

Quantitative Strategies

Quantitative Strategies (Quant Strats) is responsible for modeling, trading analytics, and risk management across the Fixed Income division.

Quantitative Strategies (Quant Strats) is a core part of the division's trading teams, providing a holistic approach to the application of quantitative tools, techniques and technology for pricing and risk management. The group develops, implements, and utilizes models and analysis tools across Fixed Income's trading businesses including:

-Models for trade pricing

-Tools for the analysis of markets and trades

-Risk diagnostics of hedges and positions

-Analytics for portfolio risk management

Quant Strats models are used by Trading, Structuring, Sales & Research for daily pricing analysis, as well as being the primary valuation models used for marking the firms books and records. Quant Strats undertakes regular deep dives and reviews within our portfolio, and provides a rapid response function for large and/or complex transactions review and approval.

Quant Strats consists of four functional groups: Trading Quant Strats, Risk Strats, Architecture and Delivery (AD), and Sales Quant Strats. Primary business lines supported include Interest Rate Products (Rates), Global Foreign Exchange (GFX), Global Credit Products (GCP), Securitized Products, Emerging Markets (EMG), and Commodities. Quant Strats has a presence in Hong Kong, London, New York, Singapore, Sao Paulo, Tokyo and Zurich.

 

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