Assistant Vice President - Macro Structuring/Trading Team - Financial Institution

AVP with one if the leading FI- Macro Trading Team(Trading strategies and model development)

Macro Trading team:(Interest Rates)

Overall purpose of role

The candidate would be supporting the London rates trading team. The team makes markets in EUR & GBP swaps, inflation swaps, and Government & Inflation linked bonds.

The broad areas would be building tools that help the desk in optimizing P/L generation and aid design of trading strategies. They will also create customize reports on Trading metrics like risk taking, inventory turnover etc and wider business metrics like capital efficiency, franchise performance which will help in understanding business / strategy performance and support design and fine tuning of strategies.

Key Account abilities

- Develop RV trade ideas, event driven trade ideas etc.

- Data sourcing and amalgamation from various database to conduct analysis and comparison

- Utility data analysis techniques to analyse various strategies and their Pnl impact

- Conducting Analysis for Trading desk related to risk taking, turnover, market making efficiency etc.

- Conducting Analysis for Trading desk related to capital efficiency, client impact, hit ratios etc

- Adhoc data analysis project that deliver actionable insights to the desk

Stakeholder Management and Leadership

- The candidate would have to interact with rates trading desk based out of London.

Decision-making and Problem Solving

- The candidate will have to be proactive in identifying issues and getting them resolved by aliasing with various stakeholders

- The candidate needs to work on several time sensitive activities and hence is required to be meticulous and efficient

- The candidate should have great eye for detail and should ensure that he/she meets the zero error tolerance requirement as most output forms a critical input for business decision making

Person Specification

- Personal attributes essential to performing role including competencies, expertise, knowledge, and experience.

Essential Skills/Basic Qualifications:

- Good understanding of interest rate products and financial markets

- Experience in developing tools using Python/R

- Strong Statistical, Time series and Data Analysis Skills

- Good coding skills & MS Excel knowledge including VBA macros

- Excellent communication skills (oral/written)

- Flexible to work long hours, meet deadlines and be proactive

- Ability to prioritize and mange large projects and take full ownership of assigned tasks

Desirable skills/Preferred Qualifications:

- Strong understanding of interest rate derivative products

- Knowledge of Python/R

- Knowledge of SQL