Trader
Core
Trade and underwrite complex and illiquid credit risk, structure transactions, and manage risk for highly complex, non-linear derivative portfolios.
Role type
Senior IC Trader (Credit Derivatives & Structured Finance)
Builds
Complex credit transactions (Funding Agreement Backed Repos, Total Return Swaps, Energy Prepaid Transactions) and cash flow financial models for securities including IRS, CCS, CDS, TRS, CLOs, ABS, RMBS, CMBS, and loan portfolios.
Domain
Investment Banking / Structured Finance / Credit Derivatives
Deliverable
Production ML models | product features
Required skills
Hedging strategy development, risk management for non-linear derivatives, financial modeling (Excel, DCF, Black-Scholes), quantitative analysis (Python, VBA, DataFrames), pricing repo/swaps/structured credit/hybrid derivatives, structuring complex transactions, cash flow modeling, Basel III framework analysis, DTC/Euroclear settlement processes.
Preferred skills
Machine Learning techniques, Monte Carlo Simulation, Financial Time Series analysis, Optimization methods, Econometrics, Linear Regression, Bloomberg API integration.
Technologies
Python, VBA, Excel, Bloomberg, Intex platforms, Bloomberg Bond and Swap Pricers
Responsibilities
Design and validate financial models; analyze large datasets for pricing validation and risk monitoring; price and execute trades via broker markets and electronic platforms; analyze client portfolios and quotes to optimize funding costs and capital charges; work with DTC and Euroclear settlement processes.
Seniority
Senior, hands-on IC
