Interest Rate Exotics Desk Quant Strategist -
Desk Quant Strategist to join the Interest Rate Derivative Desk Strategists add value to the Firm by providing the trading and sales desk with superior analytical skills. 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 product valuation models, trading strategy analytics, and risk and valuation tools to be used by traders and fellow Desk Strats to better understand risk and to better identify market opportunities.
Quant Strategists will be required to 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, be involved in creating models and strategies that the desk will use to drive trading decisions, 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.
Candidates must have emerging markets specific experience. and hold a PhD in a quantitative field or equivalent with strong skills in applied mathematics, strong knowledge of mathematical finance, strong knowledge of financial markets.
Experience with Emerging Market specific issues including rates knowledge, curve cooking and credit curves is essential along with modelling experience using interest rates and credit models and hybrids of these.