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AVP - D1 Trading - Investment Bank (2-8 yrs)
Key Accountabilities :
- Help in developing and managing different trading strategies across D1 parameters. This will include monitoring the performance of different D1 strategies and help optimize their performance.
- Development and enhancement of existing modelling for D1 risk parameters. This would not only help highlighting trading opportunities but in better risk management as well.
- Help increase coverage universe for Delta-1 products hence helping develop the client franchise.
- Help in risk management of the delta-1 desk. This will include help the desk manage repo, dividend, TC, cross-currency, index tracking, delta, interest rate and fx risks.
- This will include help building MIs across different risk systems to generate a unified Delta-1 risk report for the different parameters.
- Help the desk in maintaining proper marks for the different parameters across products.
- Looking at market opportunities to optimally manage our current risk exposure on financing and dividends
Person Specification :
Essential Skills/Basic Qualifications:
- Quantitative skills - excellent with numbers.
- Database skills: SQL, Oracle etc
- Programming skills: C#, Python, R (Atleast knowledgeable in 1)
- Good communication skills, confidence to interact with traders in London/ NY/Asia
- Good understanding of Derivatives, market dynamics and fundamentals.
Desirable skills/Preferred Qualifications:
- Delta-1 Trading/ Strategy development Experience
- Prior structuring or trading experience.
- Engineering and/or MBA from a top school
This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.
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