Macro Analyst - Event Driven

Drweng

London, United Kingdom
On-site
Event driven analysis
Delta 1 and volatility pricing
Options pricing and greeks
The goal is to work with trading teams to provide insight into Delta 1 and volatility pricing as well as the structuring of trades

Job Summary

  • The goal is to work with trading teams to provide insight into Delta 1 and volatility pricing as well as the structuring of trades.
  • As a Macro Analyst, you will be responsible for understanding the current environment and market drivers and translating that into a forward-looking view.
  • This is a rare opportunity to be in a research role where ideas can be translated into trades quickly and efficiently and a chance to be associated with the resulting revenue stream.

Matching Summary

The goal is to work with trading teams to provide insight into Delta 1 and volatility pricing as well as the structuring of trades.

Skills & Requirements

Must-have

  • event driven analysis
  • delta 1 and volatility pricing
  • options pricing and greeks
  • quantitative information synthesis
  • large data sets experience
  • global macro themes

Nice-to-have

  • challenging consensus
  • high expectations integrity
  • curiosity and open minds
  • results driven individual

Key Requirements

  • Coding capability in R, Python, Matlab or similar
  • Understanding of options pricing and greeks
  • Experience working with large data sets

Work Rights

Not specified

Tailored Resume

Cover Letter