Assistant Vice Resident - Desk Analyst - Bank

Job Title: AVP - Desk Analyst

Location: Mumbai

Grade: AVP

The candidate would be supporting the London rates trading team. The team makes markets in EUR & GBP swaps, inflation swaps, and Government & Inflation linked bonds.

The broad areas would be building tools that help the desk in optimizing P/L generation and aid design of trading strategies. They will also create customize reports on Trading metrics like risk taking, inventory turnover etc and wider business metrics like capital efficiency, franchise performance which will help in understanding business / strategy performance and support design and fine tuning of strategies.

Your Role

- Data sourcing and amalgamation from various database to conduct analysis and comparison

- Utilitise data analysis techniques to analyse various strategies and their Pnl impact

- Conducting Analysis for Trading desk related to risk taking, turnover, market making efficiency etc.

- Conducting Analysis for Trading desk related to capital efficiency, client impact, hit ratios etc

- Adhoc data analysis project that deliver actionable insights to the desk

Essential Skills

- Good understanding of interest rate products and financial markets

- Strong Statistical, Time series and Data Analysis Skills

- Good coding skills & MS Excel knowledge including VBA macros

- Excellent communication skills (oral/written)

- Flexible to work long hours, meet deadlines and be proactive

- Ability to prioritize and mange large projects and take full ownership of assigned tasks

- Candidate should be expertise in building trading strategies from scratch.

- Do data analysis of trading desk.

- Data analysis techniques to analyze various trading strategies and their PnL impact

- Expertise in any of product like Equity, Derivatives, FX, Rates, credit products etc.

- Technically expertize in any language along with VBA Macros.

Desirable Skills

- Strong understanding of interest rate derivative products

- Knowledge of Python/R

- Knowledge of SQL