Trading Desk Strategist recruitment
Major Investment Bank seeks experienced Trading Desk Strategist to support derivative trading desk. Requires a PhD degree in a quantitative field from a prestigious college and at least 5 years of experience in a front office capacity at a major investment bank.
Requirements include: Experience developing and implementing stochastic models, experience developing pricing and risk models for OTC derivatives, expertise programming using C++, Matlab, and VBA, development of trading desk risk analytics and technical toolbox for traders, P L attribution analysis, hedging and risk mgmt analysis, martingale tests, and expertise with large data sets. PhD REQUIRED, will not consider candidates with Master degree
Ideal applicant will have at least 2 years of experience working with front office, ideally sitting directly on the trading desk and working with the traders. Ideal experience includes repo desk and structured notes experience.
Keywords: CVA, credit valuation adjustment, otc, derivatives, structured notes, repurchase agreements, repo, C++, VBA, Matlab, program, develop, models, stochastic, quant, strategist, trading desk, front office, PhD, quant