Our 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 on exchanges around the world, raise funding, and manage risk. This 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.
Business unit is a world leader in developing quantitative and technological techniques to solve complex business problems. Working within the firm's trading, sales, banking and investment management divisions, strats use their mathematical and scientific training to create financial products, advise clients on transactions, measvure risk, and identify market opportunities.
ROLES WITHIN SECURITIES STRATS
Play important roles in several areas. Some Strats sit on trading desks, creating cutting-edge derivative pricing models and developing empirical models to provide insight into market behavior. Others develop automated trading algorithms for the firm and its clients, taking an active part in the increasing shift from voice to electronic trading. A third group works directly with the firm's sales force and clients, analyzing exposures, structuring transactions, and applying quantitative concepts to meet client needs. Between these teams, Core Strats design and develop complex parallel computing architectures, electronic trading tools, and advanced algorithms.
The operates global business in structured finance, secured financing, credit exotics and credit hybrid transactions. SCT desk strats operate at the intersection of quantitative modeling, software development, deal structuring and marketing, working with trading and sales in a dynamic, high-pressure environment.
- Work as part of the trading desk team to price and structure transactions and manage market, counterparty and funding risk
- Develop new and support existing quantitative models for credit and financing products
- Build and maintain trading and risk management tools
- Develop trade ideas and risk analysis to help drive commercial transactions
- Strong academic background in a quantitative field, e.g. Applied Mathematics, Finance, Physics, Engineering, Computer Science (MS or PhD level)
- Strong programming background (C/C++/Java/Python/Scala/Haskell/other functional programming languages)
- Familiarity with financial modelling
- Excellent writing and verbal communication skills
- Ability to solve complex problems and to explain the ideas that underlie the solution to non-technical clients and colleagues Commercial focus, team oriented, self-motivated
- Knowledge of stochastic calculus and financial mathematics
- Experience working on a trading desk
- 7 years' experience in asset backed securities