AVP - D1 Trading - Investment Bank

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