Vice President, Options Trader #R-00142839

Natwest Markets Securities Inc   Stamford, CT   Full-time     Finance
Posted on August 22, 2021

Vice President, Options Trader sought by NatWest Markets Securities Inc. (Stamford, CT) to make markets in a range of Interest Rate Derivatives, principally in USD, & risk manage the resulting interest rate delta, gamma & vega exposure. 40 hours/week. Must have Master's degree in Financial Engineering, Mathematics, Physics or related quantitative field & 3 years of experience in the position offered or as Quantitative Researcher or related role within the investment banking industry. Full term of requirements experience must include participating in global research & development efforts on interest rate products, including Treasury bond & interest rate swaps; Designing & implementing new pricing, hedging & risk control algorithms based on math formulas & rigrous back testing; Defining & validating model parameters & risk control limits used in current trading systems to ensure best performance; Applying financial modeling to value complex instruments; Performing evaluation & analysis of historical market data utilizing advance data analysis & statistical methods; Analyzing trades & inquiries in probabilistc frameworks, & developing & improving new/existing probabilty-based pricing models; Developing new & improving existing interest rate models utilizing advance stochastic calculus; Developing efficient Excel spreadsheet tools & working with IT to specify application details, providing feedback & checkng results; Utilizing Python to generate new trading ideas, manage risk properly, explain P&L, debug any issues in the process & improve proficency; & Building interest rate models & applying the model in a real trading & hedging environment. Must have Series 7 license.