Equities Delta-1 Synthetics Strat (AVP & VP)

London
Ref: DSS-1502
Excellent Package & Front Office Bonus
Tier-1 Investment Bank
Equities, Delta-1, Basket trading, Python, VBA

This tier-1 Investment Banks global Equity Trading business has an excellent opportunity for a Delta-1 Synthetics Strat to work with the Structuring team to formulate & develop Pricing / Risk models for Delta-1 Equity products. You will build analytical reports which provide better insight on desk PnL/Risk drivers and provide solutions related to trading workflow in terms of booking and execution. Great front office role that will have an impact to the P&L of the desk.

KEY RESPONSIBILITIES:

  • Formulate & develop Pricing / Risk models for Delta 1 Equity products
  • Build analytical reports which provide better insight on desk PnL/Risk drivers - This may include building optimization models which will drive trading decisions
  • Provide solutions related to trading workflow in terms of booking and execution
  • Liaise with Finance and Trading to ensure all the Balance Sheet & PnL numbers are calculated and attributed in a fair & systematic manner

SKILLS & EXPERIENCE:

  • 2-5 years' experience in a coding related job in Finance
  • Good knowledge of equity / equity derivatives
  • Statistics Modelling / Data Analytics
  • Programming experience in Python & VBA (any Matlab or R or Q an advantage)
  • Able to deliver against tight deadlines