Job Description:-
The candidate will be based out of Macro team at Global Markets Mumbai and would work closely with Japan Trading & Sales team
Number of candidate to be hired: 1
Key Responsibilities:
Quant/Tool Development:
- Market Monitor - Bond, Rates & FX
- Data mining tools in linear rates and vol: Heat maps, Quick charting tools
- Flow chat trawler: analysis and ad-hoc reports on the Internal Flow Chat; open for users to develop further
- Development of Applications for Sales/Trading using information/data from Chat, Excel, mails etc
- Data Analysis - e.g.
- Volume data analysis by aggregating JGBs, Yen IRS, Cross Currencies, Rates options, Swaps etc
- Analyzing trade data (electronic trading data)
Development Assist:
- Assisting the team in their own macro & bot development work. E.g. recouponing swap and swaption trades, preparing trade recaps; option expiry overview; sizing & pricing tools for swap spreads; client communication tools via Symphony (Chat); trade idea generator tools
- Assist the desk on solving coding issues and issues around integration of databases and/or Live, Symphony, Excel, Outlook information for data analysis
- Process optimization: e.g. customized mass emails using Outlook and Word
Skill Sets:
- Must have very good coding skill (Python preferably)
- High competency with MS Excel including VBA macros; should have good understanding of databases
- Strong academic background
- Demonstrated ability in developing financial tools, ideally with VBA & Python programming knowledge
- Exposure to derivative products preferably Rates and FX
- Self starter and problem solver
- Excellent communication skills - the candidate will need to work directly and frequently with senior stakeholders
- Preferred degree: Mathematics or engineering-based degree
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