Flow Rates Desk Rates Strategist (Assoc/VP Level) recruitment
The desk strategist will add value by providing the trading and sales desk with superior analytical skills. You will collaborate with the traders on risk analysis, risk reporting, and value added trading strategies.
Responsibilities include:
You would be responsible for the creation of models, trading strategy analytics, risk and valuation tools to be used by traders and fellow desk strats to better understand risk and help to identify market opportunities:
- Determine and create the valuation and risk management models that will feed the firm’s books and records for positions that are currently on the books or about to be traded.
- Creating models and strategies that the desk will use to drive trading decisions.
- Creating infrastructure to deploy these valuation and risk management models effectively to the trading desk and overnight systems.
- Monitoring and analysing the effectiveness of current valuation and risk models and championing and enacting new developments as needed.
- Collaborating with traders to analyse and advise on managing the risk of the positions currently on the books.
- Collaborating with traders to analyse and identify revenue positive trading opportunities.
- Collaborating with the traders and structurers on the design of new products.
Requirements
- Good skills on curve building / experience of working with bonds / swaps desks. Preferably some experience with relative value, trading strategies.
- Strong skills in applied mathematics, strong knowledge of mathematical finance, strong knowledge of financial markets.
- Strong hands on technology skills are a core requirement - C++ programming to a high level is essential.
- PhD in a quantitative field or equivalent
- Experience in designing and implementing analytics which have gained widespread use on one or more trading desks is extremely desirable.
- Good skills in applied mathematics, knowledge of mathematical finance and knowledge of financial markets are helpful.
- • Strong communication, collaboration as well as management skills are necessary.
- Candidates for senior level roles must have demonstrated leadership skills and a track record of mentoring and directing highly skilled quantitative professionals in the development, implementation, and adoption of analytics that have had a revenue positive impact on the business.
For further information please contact John Meadowcroft on 020 7780 6700. Alternatively forward your CV to John.Meadowcroft@AnsonMcCade
May 5, 2012
• Tags: Flow Rates Desk Rates Strategist (Assoc, Quantitative Analytics careers in the UK, VP Level recruitment • Posted in: Financial