Derivatives Trading Risk & Controls Analyst

SMBC Group; New York (NY); Hybride; USD 100 000 - 110 000; Plein temps

Avantages offerts par ce poste

Hybrid work model

Résumé du poste

SMBC Group’s Capital Markets unit in New York City seeks a Trading Risk & Control Analyst to begin a career in an active derivatives trading environment. The role covers interest rate and FX derivatives, with exposure to swaps, options, and other products across major currencies.

You will contribute to daily valuation, risk analysis, and ad-hoc tooling for traders. Applicants should have a quantitative degree and 2+ years in financial services, strong Excel/VBA skills, and solid communication

Qualifications

• Undergraduate or Master’s Degree in Financial Engineering, Finance, Computer Science or related quantitative/analytical field with a minimum 2+ years of work experience in financial services
• Excellent communication skills with good teamwork and a strong work ethic
• Meticulous attention to detail and constant accountability
• Comfortable with Excel and VBA
• Knowledge of Fixed Income

Responsabilités

• Daily input of market parameters like swap rates, spreads, cap/floor and swaption vols, prices of exchange traded securities of more than 25 currencies required for the daily valuation of the derivatives portfolio
• Daily valuation of the CM derivatives portfolio, including production of greeks, mark to markets, and pnl attribution
• Validate the accuracy of all market input parameters used for revaluation
• Communicate with middle office regarding trade reconciliation issues
• Accurately book all CM derivate trades in respective trading systems
• Conduct daily risk and PL analysis and report to Senior Management
• Build ad-hoc tools and analysis for traders to help management of derivative portfolio
• Support the rollout of new products and trading strategies

Connaissances

Communication

Teamwork

Attention to detail

Fixed Income knowledge

Formation

Bachelor's or Master's in Financial Engineering/Finance/related quantitative field

Outils

Excel

VBA

Description du poste

SMBC Group’s Capital Markets unit in New York City seeks a Trading Risk & Control Analyst to begin a career in an active derivatives trading environment. The role covers interest rate and FX derivatives, with exposure to swaps, options, and other products across major currencies.

You will contribute to daily valuation, risk analysis, and ad-hoc tooling for traders. Applicants should have a quantitative degree and 2+ years in financial services, strong Excel/VBA skills, and solid communication