Equity Derivatives Structuring, Solutions
The equity derivatives structuring team develops and evaluates hedging solutions, investment products and design systematic strategies sold to institutional clients globally. Working closely with sales & trading, the structuring group translates trading axes, risk recycling and research ideas into investment products but also tailors solutions to provide yield enhancement, protection and portfolio asset allocation via options and rules-based indices. The process of designing solutions and products gives the opportunity to work on a wide variety of financial instruments including equity indices, single stocks, hybrids and multi-asset products Product/Desk Overview
The group is organized by geographical region and products skills divided into smart flows, structured products and investable indices derivatives. The client base includes: 3rd Party Distributors, Private Banks, Asset Managers, Hedge Funds, Pensions and Insurance Companies. Roles and Responsibilities
Expectations and Required Skill Set
- This position will be focused on equity derivatives solutions, covering the whole trade lifecycle: from initial trade design to backtesting, implementation, marketing, documentation, pitch and trade execution.
- Create and analyze bespoke derivatives products to enhance investment solutions.
- Price financial derivatives & market equity derivatives solutions to institutional clients across regions
- Collaborate with market risk, legal, tax, middle office, and technology departments, as well as work with the Chief Operating Officer to approve new financial solutions.
- Apply strong technical skills in mathematics, programming, finance to design bespoke financial products and solutions
- Financial markets analysis and development of prediction models based on statistical tools
- Design bespoke derivative products tailor-made to fit client's objective. Typical transaction timeframe is longer than more classic financial products, since they involve an ongoing dialogue with clients to structure trades that fit their needs not only in terms of the economic payoff, but also in terms of its effect on balance sheet, or knock-on effects to overall portfolio diversification.
- Master degree in Quantitative Field
- Minimum of 2yrs experience in quantitative analysis
- Team player
- Problem solving
- Strong analytical and mathematical skills
- Strong communication skills
- Strong knowledge of financial derivatives products : structured products, hybrids,exotic payoffs
- Strong programming skills in Python, Matlab, C++ , VBA in order to develop statistical and mathematical models
1st shift (United States of America) Hours Per Week: