Responsibilities:
• Deep dive bespoke analysis of various markets, countries, or themes.
• Maintain a deep understanding of the limits, stresses, and correlations within the portfolio.
• Daily trade review and recording of relevant data within daily market reports.
• Review portfolio correlations and risk.
• Trade execution for large macros funds.
• Analysis of trading and volatility analysis.
• Maintain relationships with key research contacts in-house and in the market and utilise their analysis / trade ideas wherever possible.
• Development and maintenance of research models.
• Execution of Macro and Relative Value trades.
Skills and requirements:
· 3+ years of post-graduate experience within Finance or Research.
· PhD or Masters degree in Finance or Engineering fields ideally.
· Strong financial, mathematical and spread sheet modelling skills.
· Very strong attention to detail ethos.
· Trade execution for large macros funds.
· Analysis of trading and volatility.
· Pragmatic approach to work.
· Able to establish and maintain good relations with market analysts.
· Proven ability to prioritise work and meet delivery deadlines, able to work independently.
· Ability to create and maintain interest rate curve analysis for select market countries.
· Very strong knowledge of VBA and or Python
