Commercial Desk Strategist
The Fixed Income Division is comprised of Interest Rate and Currency Products, Credit Products and Distribution. Professionals in the Division assess and actively manages risk, trade securities, and structure as well as execute innovative transactions in the fast-paced and constantly changing global markets. The Commodities Division is a market leader in energy, metals, and agricultural product trading worldwide whose professionals trade in both physical and derivative commodity risk.
Client is seeking a highly talented and motivated desk strategist with 3+ years of experience. The successful candidate will help execute on strategic visions / business growth opportunities, generate trade ideas, build models and portfolio analytics, aid risk management, and oversee development of trader tools and platforms in a fast paced, real-time trading environment. There are multiple opportunities available across the residential complex (RMBS, CRT, Whole Loans), the commercial complex (CMBS), and the leveraged loan complex (CLO, Corp Leveraged Loans).
• Bachelor's Degree in Economics, Finance, IEOR, Statistics, Computer Science or related discipline
• Recent experience as a desk strategist / quant in non-agency RMBS, CMBS, CLO, ABS or Whole Loans
• Experienced idea generator, able to pitch ideas internally and externally
• Experience structuring or analyzing deal documentation
• Excellent quantitative skills and programming ability in a major language
• Outstanding verbal and written communication skills
• Strong self-motivation
• Ability to work with a strong sense of urgency while maintaining attention to detail
• MFE or other master’s degree in a related discipline
• Demonstrated experience with REPO transactions on securitized products
• Demonstrated project management experience
• Working knowledge of capital / stress testing models
• Working knowledge of Q/KDB, Python