GLOBAL BANKING & MARKETS
Our core value is building strong relationships with our institutional clients, which include corporations, financial service providers, and fund managers. We help them buy and sell financial products on exchanges 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.
OUR IMPACT
We are part of the Systematic Trading Strategy (STS) team. The STS team develops systematic and client led investment strategies for our clients.
The Strats business unit is a world leader in developing quantitative and technological expertise to solve complex business problems. Working within the firm’s trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measure risk, and identify market opportunities.
YOUR IMPACT
We are looking for a professional to join the Equities STS Strats team, with a specialization on Retail product.
SKILLS & EXPERIENCE WE’RE LOOKING FOR
The role will cover the full spectrum of index development and support, including implementation in the front-office modelling system, index methodology documentation, product development, parameter analysis and robustness testing, integration into front-office pricing and risk models, ongoing support for production indices and risk systems, and working with the relevant sales and trading teams on marketing and risk management.
An important component will be the pricing of non-linear payoffs on complex multi-asset indices. The candidate must have significant experience with equity derivatives pricing models.
BASIC QUALIFICATIONS