Derivatives Risk Officer | London
This mandate sits between quantitative derivatives, market risk mgmnt and trade analysis in London. The opportunity is looking for an entry level candidate to sit on the trading floor in constant interaction with traders, research analysis.
Duties:
- Daily valuation of derivatives portfolio and reporting of greeks and pl to traders and senior management.
- Monitoring of securities business activity involving underwriting of bonds/equity, corporate bonds, local gov bonds etc.
- Accurate trade input of OTC trades into the system, based on trader models.
- Risk analysis and monitoring of trading activity on a daily basis.
- Daily Interest rates and volatility curves collection, analysis and input for more than 30 currencies
Requirements:
- MSc (preferred) or BSc in quant subject
- Good understanding of derivatives risk mgmnt
- Poassion to work close to the business on the trading floor, with traders daily
- Good VBA Excel skills
- Candidates need to be based in London not require visa sponsorship
- 1 year of industry experience (inclusive of internship experience)
Please apply into the Quantexotic link below.
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