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About the Role
The Structured Credit Strats team within the Global Markets Division is responsible for modelling and pricing structured transactions and developing risk management tools. This position focuses on the Structured Funding Derivatives (SFD) business, providing customized financing solutions using derivative products across various collateral asset classes and markets. This role offers a unique opportunity to deliver tailored solutions to global clients and gain exposure to a sophisticated multi-asset environment.
Responsibilities
- Improve existing pricing models and create new ones for structured products.
- Understand transaction risks and analyze drivers of profits and losses.
- Provide analysis for new transactions.
- Drive commercial outcomes using data.
- Improve existing and create new models for the pricing and analysis of derivatives.
- Identify, curate, and integrate new structured and unstructured datasets into models.
- Build end-to-end solutions from data collection to automated actions.
Requirements
- Strong quantitative and coding skills with a desire to develop a commercial mindset.
- Solid work ethics, team-oriented, high levels of motivation.
- Ability to work in a fast-paced environment and time-sensitive situations.
- Effective communication skills in verbal and writing to both technical and business audiences.
- Excellent academic record in a relevant quantitative field such as Mathematics, Physics, Engineering or Computer Science.
- Strong math and quantitative skills.
- Experience in object-oriented programming with a language such as C++, Java or Python.
- Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background.
- Knowledge of credit market and products, interest rates, FX, or risk management is preferred.
Skills
- Quantitative skills
- Coding skills
- Object-oriented programming
- C++
- Java
- Python
- Stochastic calculus
- Derivatives pricing
- Machine Learning
- Credit market knowledge
- Interest rates knowledge
- FX knowledge
- Risk management knowledge
Education Level
- Mathematics
- Physics
- Engineering
- Computer Science
About the Company
- Structured Credit Strats team within the Global Markets Division (GMD) is responsible for modelling and pricing structured transactions, as well as developing cutting-edge risk management tools using advanced quantitative techniques.
- This position is particularly focused on the Structured Funding Derivatives (SFD) business, which is specialized in providing customized financing solutions to clients in the form of Total Return Swaps (TRS), Repurchase Agreements (Repos), and other derivative products, covering a wide range of collateral asset classes including bonds, loans, asset-backed securities (ABS), private credit, and equities in both Developed and Emerging Markets.
- Structured Credit Strats within SFD business play a critical role in deal structuring, pricing, execution, and risk management.
- This is a highly visible platform to put quantitative skills and knowledge in use to make a direct impact on business growth.
- You will gain familiarity with different asset classes while working on various trades and projects and build a broad foundation of product knowledge.