Front Office Trading Analyst recruitment

This position will more particularly work within the Cross-Asset Solutions Group which includes the following sub-activities: Credit, IRD and Equity. The hired candidate will help to integrate the desk IRD which trades vanilla and hybrids products (swap,callables, swaptions .).

Main Accountabilities

While sitting close to the trading desk, this role encompasses both day-to-day production duties and longer-term projects. As a trading analyst, you will be responsible for producing a variety of risk measures and reports, including:

- Daily position reports with greeks exposure, PnL impact of volatility scenarios .

- Flash PnL

- Input volatilities on rates in internal system

- Correlation reports

- Extraday risk analyses on a variety of parameters (forex, interest rates, correlation.)

- Management reports and occasional regulatory requests (SEC, CBOE .)

- Follow up of trading positions and risks

- Weekly dashboard of the activities covered

- Be the interface between ITand trading

- Pricing Exotic Products

Additional daily projects will include:

- Create and manage VBA tools to secure processes.

- Create reports requested by the Traders using VBA, automate and secure their production.

- Create and support VBA tools to provide Traders with data helping them on their decision making routine as well their Risk management.

- Being involved in COO transversal projects.

In addition, you will take part in a wide-ranging array of projects, from the streamlining of the FO Services team's procedures to the creation of decision-making tools. You will also provide support to the traders on existing spreadsheets and processes.

Capabilities - Required Qualification

- Competencies

Required:

- Must be able to work independently and be proactive

- Ability to evolve autonomously in a fast-paced environment

Technical skills

Required:

- Advanced skills and experience with MS Excel

- Advanced VBA skills are a MUST

- Additional Object Oriented programming languages a plus

Prior Work experience

Required:

- Knowledge in finance, especially Greeks and Interest Rate Derivatives products

- 3 years experience providing trading support in a fast paced environment

Education

Required:

- Graduate from a Top ranking University with major in Engineering or computer science.

Languages

Required:

- Must be fluent in English, both written and spoken

*Candidates who have no VBA experience will NOT be considered