Работа: Трейдер - инструменты с фиксированной доходностью Санкт-Петербург: 1 вакансия

Duties & Responsibilities:

- Model Validation / Model Risk Stream

- Pipeline management and Hedging

- Fixed Income Trading

- Derivatives (Futures and Options contracts) Analysis

- Creating / Maintaining Swaps Trading Strategies

- Verify Structured options' model inputs, market data and calculation settings

- Create models for Volatility Surfaces / Forward Curves construction

- A preferred candidate will leverage their programming capabilities for modeling.

- Conduct research on macro-economic data.

- Develop and present ideas for RMBS

- Monitor daily secondary RMBS trades and provide weekly reporting

- Provide market/sector commentary and recommendations on RMBS space

- Maintain market conditions on secondary BWICs across RMBS

Knowledge and Skills Required:

- 2 years of mortgage banking or equivalent experience with a strong understanding of secondary BWIC market executions, mortgage servicing practices

- Derivatives Trading, Pricing

- Fixed Income Trading (RMBS)

- Enhanced Excel Skills (VBA is a plus), Python, Matlab, Monte Carlo Simulation, SQL, R

- Bloomberg, Intex, Capital IQ

We offer:

- We are an accredited IT company with relevant benefits: IT mortgage, military service deferral (for conscripts);

- Multicultural team and communication in f . . . . .

. . . . . Код вакансии: 115-290645245 - показать описание вакансии полностью >>