
Global Banking & Markets - FICC Flow Credit Strats - Analyst - Bengaluru
- Bangalore, Karnataka
- Permanent
- Full-time
- Building and improving quantitative models, pricing, risk management and workflow infrastructure for the FICC Credit Exotics trading business
- Systematic and quantitative analysis of risk, pricing, PNL metrics for credit exotics products ranging from bonds to vanilla and exotic derivatives(CLNs, Repacks etc.)
- Helping trading desk with daily trading activities, risk management, analyze trade ideas and hedging strategies
- Analysis and model development for cross-business initiatives such as capital optimization and regulatory changes
- Strong academic background in a relevant STEM field (Computer Science, Engineering, Physics or Mathematics)
- Strong quantitative and programming skills (Java, C++, Python)
- Strong interpersonal/communication skills
- Ability to focus both on details and on the big picture
- Ability to work in a dynamic and fast- paced environment and deliver accurate results quickly
- Ability to solve problems and to explain underlying ideas
- Knowledge and understanding of financial markets, financial modeling, a quantitative understanding of probability and stochastic calculus