Position Overview & Specifications

Job Purpose

The role is to assist the trading desk with all its non-market price risks exposures and their optimisations (credit, funding, RWA, etc) and in general with all matters that require some market and quantitative analysis.

Key Responsibilities

assessment of impact of new transactions in terms of some key risk parameters (RWA, PFE, funding, etc)
help control and optimise our exposures against different risk metrics which are not market price related (NSFR, FRTB, exchange limits, etc).
pricing and execution of novations and other sleeving trades
breakdown of overall desk pnl and profitability (RoRWA, etc) into its different lines of business
design hedging strategies to mitigate/manage our credit/funding liquidity risk exposure
liaise with risk functions on queries and new product/underlying onboarding
run quantitative market analysis for oil and gas
run a variety of daily tasks for traders

Preferred Qualifications and Experience

A degree in a quantitative subject

Experience required to successfully perform the role:

Structuring, quantitative research or risk background
Experience of working in a regulated environment, ideally Financial Services for a few years

Knowledge, technical skills and expertise

Derivatives savvy
System literate, especially in MS Excel
Good commodities market knowledge

Personal attributes

Strong interpersonal skills
Self-motivated
Fast learner
Ability to work in a team and independently under supervision
Resilience
Meticulous
Results-orientated
High level of integrity

The role would suit someone who is:

Able to navigate complexity
Can work in ambiguity

The role will be a Certified Person under the Senior Manager and Certified Person Regime and will be expected to comply with the regulatory conduct rules under the regime.

Regulated Exams required for the role: