Macro Strategy Role - Quant - Trading

- Developing and supporting the trading desks - pricing, risk management and P&L monitoring tools.

- General quantitative work, e.g., developing tools for pricing, risk-management and historical analysis; setting up and running scenarios; investigating assumptions which is used in model;data / trade / risk analysis; investigating P&L explain issues.

- Working closely with IT on testing and integrating new models.

- Liaising with control functions (Risk, Controllers) on quantitative issues pertaining to their roles.