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Description: |
DESCRIPTION: This group works on the following products: OTC products such as interest & fx swaps, FRAs, options, exotic products, CDS swaps, structured credit derivatives, commodity derivatives. Exchange traded products such as treasury bonds, interest rate futures & options, currency futures, treasury futures & options. We deal in all major currencies USD,EUR,JPY,GBP, CAD etc..
Focus is on the following duties:
- Daily valuation of derivatives portfolio and accurate reporting of greeks and p&l to traders and senior mgmt
- Derivatives pricing model testing and validation
- Assist in trade input, rates collection and other daily tasks
- Work on credit simulation models. Simulating exotic transactions to determine expected and potential exposures.
- Risk analysis and monitoring of trading activity on a daily basis
- Work with and improve VAR calculation models, stress testing processes and other daily processes
- Handle other quant and non-quant regular and ad-hoc projects, working closely with traders, research and senior mgmt Position is on the trading floor and work environment is fast paced. Direct contact with front office (traders and marketers), research and analytics.
Support traders & Mgmt in all 3 centers in NY, LN & HK. Training is on job.
EXPERIENCE: 1 year or less of (Internship experience is also welcome) Quantitative OR Finance experience.
EDUCATION: Bachelors OR Advanced degree in Computation Finance/Finance/Math/Quant or closely related field. Combination of finance and mathematics preferred.
SKILLS: VBA or technical programming reqd. Very comfortable with Excel.
Good analytical skills. |
