Interest Rate Volatility Trader Executive Director

BBVA

New York, United States
Base: $250,000 - $300,000; bonus/equity: discretio...
Interest rate volatility derivative products
Manage trading book risks
Develop mathematical models
The Interest Rate Volatility desk is responsible for developing products, serving clients, and actively managing the risks associated with all interest rate volatility derivative products in G10 currencies

Job Summary

  • The Interest Rate Volatility desk is responsible for developing products, serving clients, and actively managing the risks associated with all interest rate volatility derivative products in G10 currencies.
  • The individual in this role will be responsible for profitably expanding the client business and continuously enhancing the product offering.
  • Coordinate with diverse departments across the bank, such as Sales, Engineering, and Quants, to foster existing and cultivate new business opportunities.

Matching Summary

The Interest Rate Volatility desk is responsible for developing products, serving clients, and actively managing the risks associated with all interest rate volatility derivative products in G10 currencies.

Salary

Base: $250,000 - $300,000; Bonus/Equity: Discretionary bonus eligible; Benefits: Generous employee benefits package

Skills & Requirements

Must-have

  • Interest rate volatility derivative products
  • Manage trading book risks
  • Develop mathematical models
  • Bloomberg
  • Python
  • Excel
  • VBA

Nice-to-have

  • Client business expansion
  • Enhance product offering
  • Teamwork
  • Detail-oriented
  • Analytical thinking
  • Data-based decision making

Key Requirements

  • Minimum 7 years experience
  • Master's degree valued
  • Technical academic background
  • Pricing and managing interest rate options
  • Employment eligibility to work in the U.S.

Work Rights

Employment eligibility to work in the U.S.

Tailored Resume

Cover Letter