AVP - Macro Trading Desk Analyst - Investment Bank

Job Title: Macro Trading Desk Analyst

Corporate Grade: AVP

Reports to: VP

Location: Mumbai

Experience required: 4yrs +

We are actively looking for an AVP for one of the leading Investment Bank, based in Mumbai. Candidate should posess very strong understanding of Macro Business, Product (Fx trading & swaps, Options). The role would require excellency in data analysis, quantitive analysis.

Pre requiste: Exposure to Trading Desk + Analytical Skills + Macro Business Understanding + Python / R / MATLAB

About the team:

The teams, based in financial hubs across the globe, assist clients to anticipate the impact of macro market moves and events on their portfolios. For example, we might help a client understand the impact of central bank interest rate decisions on currency markets or a faster-than-expected pick-up in inflation on the yield on government bonds. We strive to give clients the critical short-term and thematic insights they need to effectively manage their portfolios, and partner with them to structure, buy and sell products to meet their hedging and investment goals. Our trading desks specialise in understanding flows across interest rates and FX in G10 and emerging market currencies

Overall purpose of role:

- The candidate will be supporting one of the three regional hubs- Rates or FX trading desks to achieve their goals through the design and preparation of desk analytics tools.

- This will include tools that inform optimised PnL generation and that aid design of trading strategies. They will create customised reports on trading metrics like risk-taking, inventory turnover and wider business metrics like capital efficiency and franchise performance. These analytics will assist senior traders to gain an enhanced understanding of their business, strategy, and performance. They will support the design and fine tuning of strategies.

Key Accountabilities:

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

- Using data analysis techniques to analyse various strategies and their PnL impact 

- Conducting analysis for the trading desk related to risk taking, turnover, market making efficiency etc.

- Conducting analysis for the trading desk related to capital efficiency, client impact, hit ratios etc. Ad hoc data analysis projects that deliver actionable insights for the trading desk

Person Specification:

- Good understanding of interest rate or foreign exchange products and financial markets

- High competency with MS Excel including VBA macros Knowledge of Python/R / SQL Mathematics or engineering-based degree

- Good coding skills with understanding of databases 

- Strong statistical, time series and data analysis skills

- Excellent communication skills (oral/written) as the candidate will need to work directly and frequently with senior traders 

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

- Ability to prioritize and manage large projects and take full ownership of assigned tasks Aptitude for self-learning

Please apply if you posses the required skills.

Team Elements