Equity Derivatives Risk Analysis (trading book) - VP/ED level Equity Derivatives Risk Analysis (trading book) -  …

Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 23 Jun 21
performance related bonus
Anson McCade
in London, United Kingdom
Permanent, Full time
Last application, 23 Jun 21
performance related bonus
Interesting opportunity with a top IB that are looking for an experienced exotic equity derivatives trader that is looking for a different kind of role/challenge. This role involved analysis of the risk of the books, checking the behaviour and being able to challenge trading. Ideally for an exotic trader that is technically strong in Python.

Equity Derivatives Strat - Macro Portfolio Risk Analysis - VP/ED level

London based

Responsibilities:

  • Work closely with the Trading Risk Management team and the rest of the front office strat team to build cutting edge tools for understanding the risk of the equity division.
  • Drive the development of the risk infrastructure into systematic risk analysis (factor decomposition, systematic extraction of outliers, etc…)
  • Build new risk measure definition (Vol dynamics, Skew, etc…).
  • Build new custom scenario for better risk understanding closely with the global trading desks.
  • Help the identification of disparity between Risk and PNL Explain.

Requirements:

  • Hands on experience with the risk management of a wide range of equities & equity derivatives product, as a trader, or a strat/quant embedded in trading or in risk management is mandatory
  • Strong understanding of both pricing (i.e. stochastic) and analysis (i.e. statistics) models.
  • Strong drive and desire to work in an intense team-oriented environment.
  • Ability to communicate effectively in both written and verbal English.
  • An advanced degree in a quantitative subject such as Engineering, Applied Mathematics, Physics, Software Engineering.
  • Coding experience (e.g. Python/R/Java) for the purpose of data analysis and prototyping of applications is mandatory
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