Junior Financial Modeller

Finance, London

Junior Financial Modeller

Finance, London


Risk Modelling:

  • Conduct quantitative research with both financial risk modelling and statistical models to measure liquidity constraints and counterparty risk in FX derivative and structured products
  • Assist in developing and back-testing Monte Carlo stochastic models for FX portfolio liquidity stress tests in Python
  • Develop portfolio market risk and credit risk management models to assess portfolio risk tolerance and drive business decisions
  • Evaluate and recommend effective financing and hedging strategies to limit portfolio exposure and liquidity risk
  • Develop risk and performance metrics at both individual trade and portfolio levels
  • Produce comprehensive liquidity reports to facilitate executive-level decision making on company liquidity reserve, capital financing and portfolio hedging strategies
  • Build Python library and algorithm to streamline analytic functions such as calculation of mark to market for FX derivatives, portfolio sensitivity analysis, liquidity reports automation etc

Product Pricing and Trading Strategies:

  • Build risk-based pricing models (e.g. liquidity risk, credit risk, swap risk etc.) to derive product minimum spreads
  • Build statistical models to maximise product spreads by analysing corporate customers’ financial, geographic data and historical hedging behaviour
  • Quantify trading costs with different banks such as bid-ask spreads, swap costs and margin posting agreement
  • Embed model calculations in either excel pricing tools or google dashboards for the front office
  • Recommend strategies and pricing for structuring complex FX derivative products (e.g. Cross currency swap and deal-contingent forwards)
  • Identity portfolio Marco risk factors and promote beta neutral trading strategies
  • Develop framework to evaluate the dealers’ profitability and performances

Optimal Skillset:

  • Education: Quantitative degree ideally with knowledge of financial modelling, accounting and econometrics
  • Programming skills: Office Suite (Excel, PowerPoint), Python, SQL
  • Communications: Strong written and oral skills, ability to explain modelling results to non-technical audiences
  • Years of experience: from graduate to 2 years experience

Interested?

Apply today to change the FinTech Industry