Requires two 2 years of experience with equity capital markets; analysis of block trades and concentrated derivative trades; derivatives pricing, greeks, slides, and risks arising from cash equities and equity derivatives including exotics; PL analysis and attribution; data extraction and manipulation using SQL; SQL queries; creating automated tools in Microsoft Excel based on SQL data extraction; stress testing, scenario design, and analysis of stress losses including processes linked to regulatory requirements; regulatory documentation; VaR frameworks related to equity products, and identifying VaR drivers and explain changes; trading limit frameworks; Microsoft Excel pivot tables, data tables, and data connections; creating PowerPoint presentations for senior management reporting and regulators; Bloomberg; interacting with trading desks regarding risk and PL.
Categories: eb3
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