The role involves working with and supporting the Macro Structuring desk. The role suits a self-motivated, highly energetic individual who has a good background in mathematical analysis and strong understanding of the fixed income markets/products, as well as an understanding of trade execution and trade lifetime management.
Provide accurate and fast pricing and risk statistics on structured derivatives transaction.
Provide analytic and trade capture backup as required
Handle trade booking processes.
Prepare trades templates and booking models for bonds and popular structures
Solid quantitative background, eg Engineer (IIT) with MBAs, or finance with 2-3yrs of experience.
Candidate must have:
Coursework / Strong understanding in math/engineering, economics, finance.
Solid understanding of Interest rate products, derivatives & markets.
Ideally some relevant work experience.
Excel / VBA and other coding expertise for spreadsheet analysis work.
Must be self-motivated, confident and possess good communication skills.
Ability to think on their feet & attention to details.
Ability to handle stress and pressure of fast markets.