CIB-Quantitative Research Cover Letter

I am excited to be applying for the position of cib-quantitative research. Please accept this letter and the attached resume as my interest in this position.

In my previous role, I was responsible for statistical consultation, lead deep dive diagnostic, predictive, and descriptive analytics, research complex statistical problems to support model development and data-driven decision making.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Strong analytical programming skills (Python, numpy and pandas, R, SVN, SQL etc)
• Derivatives pricing models
• Interest rates / hybrids models
• Knowledge of financial products, especially inflation, bonds, ABS, hybrids, tradable indices
• Excellent communication, collaboration, organization and presentation skills
• Excellent problem solving skills and not be afraid to jump into details
• Be able to throttle between being detail-oriented and the big picture
• Exposure to Wholesale Credit CCAR, Allowance methodology (IFRS 9/CECL), Basel II and III regulatory capital

I am excited to be applying for the position of cib-quantitative research. Please accept this letter and the attached resume as my interest in this position.

Previously, I was responsible for strategic insight and analysis of technology options for BT's use of advanced AI technologies, including techno-economic analysis, modelling and white papers.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Verifiable experience in writing technical documents and/or academic papers
• Implement the booking of complex strategies, working closely with structuring and trading
• Develop further our pricing and risk management library, including model risk monitoring
• Rapid prototyping & deployment of tools for use by Front-office
• Thorough understanding of Computer Science with a high level of programming skill in Python or C++
• Excellent communication and team skills in a multi-location set up
• Relevant experience in similar roles in Quant Research and Model Development / Validation will be an advantage
• Developing mathematical models for equities electronic trading algorithms using methodologies such as Reinforcement Learning, neural networks, time-series forecasting, clustering methods, dimensionality reduction methods (PCA, Kernel methods, …)

In response to your job posting for cib-quantitative research, I am including this letter and my resume for your review.

In the previous role, I was responsible for effective challenge on underlying assumptions, theory, data, estimation, implementation and limitations of the model being validated.

I reviewed the requirements of the job opening and I believe my candidacy is an excellent fit for this position. Some of the key requirements that I have extensive experience with include:

• Intellectually curious, adaptable and flexible team player who works well under pressures/tight timelines
• Leverage on a wide range of modern techniques such as optimization (linear, quadratic, conic…), reinforcement learning, neural networks, time-series forecasting, clustering methods, dimensionality reduction methods (PCA, Kernel methods, factor models…)
• Publications or experience in applied mathematics, statistics, optimization, computer science or data science (machine learning, reinforcement learning, computer vision, NLP…)
• Entrepreneurial spirit and passion for spreading a culture of change towards data-driven decision making
• Strong software design and development skills using Python, C++ or Java
• Autonomy, excellent communication, strong motivation and interest in electronic trading and equity markets
• Motivation to take initiative and solving problems independently
• Capable of handling multiple projects/work streams simultaneously

In response to your job posting for cib-quantitative research, I am including this letter and my resume for your review.

Previously, I was responsible for both fundamental and practical formulation science and apply statistical software packages for data analysis.

My experience is an excellent fit for the list of requirements in this job:

• Excellent practical data analytics skills on real data sets, including familiarity with methods for working with large data and tools for data analysis (pandas, numpy, scikit, Tensor Flow, etc)
• Strong OO design skills, most likely obtained using C++
• Excellent practical data analytics skills on real data sets, including familiarity with methods for working with large data and tools for data analysis (pandas, numpy, scikit, Tensor Flow)
• Make models SR 11-7 compliant which a regulatory guideline for US banks for Model Risk Management
• The level (analyst/associate/VP) would depend on relevant experience and knowledge
• Basic knowledge of the Basel III regulatory capital framework (credit RWA)
• Some credit risk experience in either wholesale or retail
• Basic knowledge of common structured products (ABS, CLO)

In response to your job posting for cib-quantitative research, I am including this letter and my resume for your review.

Previously, I was responsible for interpretations requiring significant knowledge of stochastic models for design and performance evaluation of cloud computing systems.

Please consider my experience and qualifications for this position:

• Designing and developing analytics for consumption in our trading engine or for optimization of our business processes
• Good verbal and written communication and team skills in a multi-location set up
• Strong understanding of financial products – their valuations and risks associated with them
• B.E./B.Tech/M.Tech/M.Sc from a premier institution
• Working experience on Windows and Linux environment (Commands, Shell scripting and productivity tools)
• Tasks scheduling and Job monitoring tools - Geneos, Autosys, Control-M
• Knowledge of Python, C++, SVN, Git
• PhD in Theoretical Physics, Quantum Computing, Quantitative Finance or other relevant field from a top University