The role is part of a Global team with presence in Madrid, London, HK, and NY.
Position Overview:
Assist on providing Short Term Interest Rates (STIR) derivatives service to internal/ external clients, quoting clients and other desks requests and carrying out the necessary hedging from this activity. Be responsible for the pricing and risk hedging of the assets under his/ her responsibility. The scope will be any Interest rate derivative less than 3 years.
Main Responsibilities:
* P&L generation according to budgetary exercise within risk limits and internal conduct rules.
* STIR G10 Market Making, including products such as Cross Currency Swaps, IRS, and FX Swaps.
* Pricing, hedging and risk management.
What are we looking for?
Education:
* We are looking for a candidate with a strong analytical background. A degree in Mathematics or Engineering is ideal. Applicants with degrees in Economics or Business Administration will be considered if they can demonstrate strong quantitative capabilities.
Experience:
* At least 5 years of relevant market experience.
* Experience within a Tier 1 bank is highly valued.
Technical Skills:
* The ability to read or write code (scripting/programming) is desirable and will be a differentiator.
Languages:
* Fluent English is required; Spanish is a plus.
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