Derivatives Portfolio Analyst/Trader
The ideal candidate:
- Understands quantitative trading systems, option valuation models and volatility forecasting models
- Understands the BS greeks and how they change, futures fair valuation and currency forward hedging costs
- Is familiar with electronic trading platforms, OMS, Bloomberg and Excel
- Also familiar with trade settlement protocol for exchange traded options, equities and futures
The candidate should be able to do:
- Performance attribution and transaction costs estimates
- Build and maintain Excel based trading and monitoring platforms
Requirements
Education: BA/BS in Finance or Economics with a good understanding of financial mathematics and statistics/econometrics.
Minimum three years trading experience in an institutional setting. Asset classes traded should include:
- Options
- Equities
- Futures
- FX
- Fixed Income
Some programming experience is highly desirable.
Candidates must submit their salary requirements along with their resume. Any submission received without the salary requirements will not be considered.
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