What We Do
Operating at the center of global financial markets, the Global Banking & Markets Division serves institutional clients including asset managers, hedge funds, banks and brokerages, pensions, endowments and foundations, corporations and governments. We help them buy and sell financial products around the world, raise funding, and manage risk. This is a dynamic, entrepreneurial team with a passion for the markets, with individuals who thrive in fast-paced, changing environments and are energized by a bustling trading floor.
The Global Currency and Emerging Markets (GCEM) Strats team work closely with trading to develop quantitative and technological techniques to solve complex business problems. Desk Strats sit on trading floors, creating cutting-edge models, analytics, data visualization and trading tools, for our internal and external clients.
Your Impact
Do you have strong quantitative and analytical skills and a passion for financial markets? As a desk strat in GCEM team you’ll have the opportunity to apply your quantitative skills solving complex problem and create innovative solutions for our clients, at the same time you’ll be operating in the center of financial markets with plenty opportunity to learn.
Your work will be directly linked to the business bottom line. Whether it’s building a pricing model for a new product that help client hedging risk, or developing automatic pricing algorithms to help desk make better decisions in pricing or hedging, they all result in immediate commercial impact for the desk.
You’ll have a highly visible platform to use your skills and knowledge into making a direct impact to the firm’s bottom line. Given that the GCEM desk is global cross-asset desk, you will also gain exposure to a wide range of asset classes & risk factors (Credit/FX/Rates, vanillas/options/structured exotics). This provides an invaluable opportunity for you to sharpen your skills in different domains and build a deep and broad foundation of product knowledge.
Responsibilities
RESPONSIBILITIES AND QUALIFICATIONS
Within the GCEM Desk Strat role, you will be responsible for creating and providing solutions to the GCEM trading desk, in all Rates, FX and Credit asset classes, from One Delta to Exotics products.
This Includes But Not Limited To
- Developing and maintaining cutting-edge derivative pricing models
- Developing and optimizing marking/quoting/hedging strategy and systems
- Analyzing trading data and building machine learning models
- Pricing and hedging analysis for complex transactions
- Perform scenario analysis upon market events
Who We Look For
We are looking for candidates with strong quantitative, programming and communication skills with a keen interest applying those skills in the financial markets.
Basic Qualifications And Preferred Qualifications
- MS, or PhD in Quantitative Field, e.g., Math, Stats, Computer Science or Engineering
- Self-driven, quick learner, can-do attitude, results-oriented
- Excellent written and verbal communication skills
- Strong problem solving and analytical skills
- Strong coding skills
- Understanding of financial math concepts, e.g. Black Scholes pricing
