London Senior Flow Rates Desk Rates Strategist recruitment
Position Description
Desk Strategists add value to the Firm by providing the swaps and cash trading and sales desk with scalable quality systems to deliver analytical models and valuation tools. Desk Strategists will collaborate with the traders on risk analysis, risk reporting, and value added trading strategies.
Desk Strategists are 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.
Responsibilities include:
• 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 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.
Skills Required
• Good skills on curve building / experience of working with bonds / swaps desks. Preferably some experience with relative value, trading strategies.
• Strong hands on technology skills are a core requirement - C++ programming to a high level is essential.
• good XL skills are required
• 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
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