Emerging Markets Structured Credit Desk Strat Do you have strong quantitative and analytical skills with a business mindset? We’re looking for a professional to join our team in London to work within the business to deliver tailored solutions to our clients.
What we do The Emerging Markets (EM) Strats team within the Global Banking and Markets (GBM) division is responsible for the modelling and pricing of Credit, FX and Rates products across EM underliers, as well as building risk management tools for the business and clients using cutting edge quantitative, machine learning, and other AI techniques. GBM’s 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, raise funding, and manage risk. The Strats team 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 from where we operate within the business.
Your Impact This role will focus on EM Structured Credit products, such as financing solutions to clients, as well as Structured Notes, but will expose you to the other asset classes by nature of the EM desk being cross-asset, allowing for growth opportunities.
This presents a highly visible platform to use your skills and knowledge into making a direct impact for our clients and to the firm’s bottom line. This also provides an invaluable opportunity to build a deep foundation of product knowledge.
Responsibilities - Create new models or improve existing for structured products.
- Understand transaction risks and analyse drivers of profits and losses, for both new and existing transactions
- Drive commercial outcomes using data.
- Increase client market share via innovative tools and data analytics.
Qualifications - Strong quantitative, analytical and coding skills with desire to develop commercial mindset
- Knowledge of Stochastic calculus and derivatives pricing, or Machine Learning background
- Solid work ethics, team oriented, high levels of motivation.
- Ability to work in fast-paced environment and time-sensitive situations.
- Effective communication skills in verbal and writing to both technical and business audience.
- Self-driven, quick learner, can-do attitude, always efficiently seeking effective solutions.
Preferred
- 2-4 years prior experience in a Quant role (in EM, or Structured Credit)
- MS, or PhD in Quantitative Finance, Maths, Physics, Engineering, or Computer Science
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