Job Purpose:
- Part of the EMEA Delta-One trading team, the Trader is responsible for pricing, risk management, trading, and booking of our D1 Forwards business
- The trader is responsible for helping to improve technical aspects of the platform and add quantitative or strategic knowledge to the team
- Within the Equities and Prime Finance divisions, the Delta One desk offers linear derivatives product (forwards, ETFs, Swaps, Certificates…) to clients.
Your Responsibilities:
- Client Pricing of Delta One products
- Risk management of the book
- PandL explanation, attribution
- Management of the Inventory of the desk
- Optimisation of the funding of the desk’s assets
- Generation of Trade ideas for clients
- Helping to design tools and new processes
- Understand quant models and tech processes where required.
Skills and Qualifications:
- Quant or strat desk background preferable, or similar experience in a Tier 1 Bank
- Broad Quantitative skills
- Understanding of the delta1 quant space
- Quantitative degree, Postgraduate level preferred
- Pricing of derivatives, optimisation routines
- Excel/VBA/Python/RAD toolset
- Candidates applying for this role must be aware that it is a Certified Role, subject to the Certification Regime.
Source: for more information click here.
