- Develop and maintain proprietary trade enhancement tools such as for regression analysis, portfolio transition (BOWIC) analysis, trade strategies, repack trade modeling, key market indicators and market data summaries.
- Develop Risk management tools such as risk trigger monitoring, analyses by entity, curve and book, LGD ladders, index decomp, beta adjusted risk
- Development of trade identification tools and portfolio simulation models
- Securitization: e.g. transaction modeling and analyses, static data maintenance
- Valuation of Structured trades, modeling cashflows
- Research / Due Diligence - qualitative and quantitative analysis, name specific event alerts, database searches, analysis using rating agency models
- MIS: performance analytics, daily risk reports, key risk and credit metrics and other management reporting.
- Compile and maintain a database of Aussie Corp bond primary issuance and secondary trades
- Fundamental credit research analyst to research bespoke companies (not covered directly by Aust analysts). This would support regular trade ideas/axes.
- Bank Balance Sheet Structured Credit Modelling
- Prepare pitch books where required
- Back testing on specific trades where required
- Trade Idea generation
- SPV management tools: e.g. assistance and support for entity and trade administration activities, modeling trades, valuation, collateral monitoring
Key Competencies
- Strong technical and quantitative background from a top tier mathematics or engineering school
- Requirements include superior analytical aptitude, problem solving abilities, statistics skills and excellent communication and presentation skills
- Motivated, fast thinking, dynamic professionals with financial markets knowledge
- Strong programming skills required (Excel & VBA, dbAnalytics)
- Desire to work in a fast paced, challenging environment
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