Analyst / Associate Counterparty Risk Trading recruitment
Key Responsibilities:
Depending on the skill-set of the individual, but to include:
• CVA trade pricing (which will be a primary responsibility)
• Running daily processes e.g. relating to PnL and risk reporting
• Risk, market and PnL data analysis
• Database maintenance/management
• Report preparation (based on database function calls)
• Creation and improvement of spreadsheets used in the daily running of the desk
Competencies:
Required:
• A degree in a highly numerate discipline such as engineering, physics, mathematics, or computing from a top tier university
• Good level of knowledge of pricing and risk dynamics of fixed income derivatives
• Strong Excel and Visual Basic skills
• Experience of working within either a front office derivatives trading or sales/marketing team, or (probably more likely) a risk management group supporting a front office derivatives trading team
• Flexible, adaptable team player with good attention to detail
Preferred:
• Knowledge of pricing and risk dynamics of credit derivatives
• Any additional programming skills – SQL, C#, C++, MATLAB – an advantage but definitely not required
(This role will be a global resource and not a London-specific one)