AVP - Trading Strategy - Investment Bank

We have an opportunity for AVP_Trading Strategy with one of the Investment Bank.

Location- Mumbai.

Job Description:

Roles & Responsibilities:

The candidate will be supporting 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

Essential Skills/Basic Qualifications:

- Relevant 4+ years of experience is mandate

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

- High competency with MS Excel including VBA macros (Any technical language)

- 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

- Mathematics or engineering-based degree

Shahista Malim
Black Turtle