AVP - Macros Desk Analyst - Rates & Options Domain - Financial Services

Key Accountabilities -

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

- Using data analysis techniques to analyse various strategies and their PnL impact

- Conducting analysis for the trading desk related to risk taking, turnover, market making efficiency etc.

- Conducting analysis for the trading desk related to capital efficiency, client impact, hit ratios etc.

- Ad hoc data analysis projects that deliver actionable insights for the trading desk

Stakeholder Management and Leadership

The candidate will need to interact directly and frequently with one of the three regional hubs- Rates or FX trading desks.

Decision-making and Problem Solving

- The candidate will need to be highly proactive in identifying issues and getting them resolved by liaising with various stakeholders

- The candidate will need to work on several time-sensitive activities and is therefore required to be meticulous and efficient

- The candidate should have an excellent eye for detail and should ensure that he/she meets a zero error tolerance requirement as most output forms a critical input for business decision making

Risk and Control Objective

The candidate will need to ensure that all activities and duties are carried out in full compliance with regulatory requirements, the Enterprise Wide Risk Management Framework and internal Policies and Standards.

Person Specification

Essential Skills/Basic Qualifications:

- Good understanding of interest rate or foreign exchange products and financial markets

- High competency with MS Excel including VBA macros

- Good coding skills with understanding of databases

- Strong statistical, time series and data analysis skills

- Excellent communication skills (oral/written) as the candidate will need to work directly and frequently with senior traders

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

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

- Aptitude for self-learning

Desirable skills/Preferred Qualifications:

- Knowledge of Python/R

- Knowledge of SQL

- Mathematics or engineering-based degree