IR Structuring
Position Description
The role involves working with and supporting the Interest Rate Structured Notes desk. The role suits a self motivated, highly energetic individual who has a good background in mathematical analysis and strong understanding of the fixed income markets/products, as well as an understanding of trade execution and trade lifetime management.
Position Description:
1) Provide accurate and fast pricing and risk statistics on structured derivatives transaction.
2) Provide sophisticated back testing and quantitative analysis supporting structured transactions and customized solutions.
3) Identify and prepare interest rate and hybrid trade ideas for traders, structurers, sales, strategists, economists etc.
4) Provide analytic and trade capture backup as required
Skills Required
Educational Background
Engineer (IIT) with MBAs, or finance with 2-3yrs of experience.
Skills Required
Candidate must have:
• Solid understanding of Interest rate products, derivatives markets.
• Min of 2 years of relevant work experience.
• Excel / VBA and other coding expertise for spreadsheet analysis work.
• Must be self motivated, confident and possess good communication skills.
• Ability to think on their feet attention to details.
• Ability to handle stress and pressure of fast markets.
• Coursework / Strong understanding in math/engineering, economics, finance.
Skills Desired
Educational Background
Engineer (IIT) with MBAs, or finance with 2-3yrs of experience.
Skills Required
Candidate must have:
• Solid understanding of Interest rate products, derivatives markets.
• Min of 2 years of relevant work experience.
• Excel / VBA and other coding expertise for spreadsheet analysis work.
• Must be self motivated, confident and possess good communication skills.
• Ability to think on their feet attention to details.
• Ability to handle stress and pressure of fast markets.
• Coursework / Strong understanding in math/engineering, economics, finance.
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