at UBS
Bulge Bracket Investment BanksPosted 9 days ago
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The role of **Market Administrative Officer** involves participating in pricing and risk analysis of diverse portfolios, with analysis reports influencing trading and hedging decisions. Key responsibilities include developing spreadsheet tools for exposure monitoring, Python-based market information marking tools, a pricing/booking library for the bank, and regular analytic reports for trading desks. Additionally, you will document theory and implementation using LaTeX, provide test and control frameworks for operational testing, participate in technology design discussions, and offer support for P&L, Risk, and OTC products pricing. Proficiency in Python and Excel is required, along with experience in financial markets and analysis. Strong documentation and problem-solving skills are essential for this senior-level role.
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Full Job Description
| We are looking for someone who can 1.Participate in the pricing and risk analysis of various portfolios. The analysis reports are basis for making trading or hedging decisions on the portfolio. 2.Develop light spreadsheet tools to help traders analyze and monitor their trading exposures. 3.Develop marking tools using market information using Python. 4. Develop library for the bank pricing and booking systems. 5.Develop, generate and validate regular analytic reports for the trading desks. 6.Documentation of theory and implementation (Latex) 7.Provide test and control framework for front to back operational testing / recoverability 8.Participate in technology design discussions for scalability and performance 9.Provide support/tools for explaining P&L, Risk and OTC products pricing. | Show more Fintech Apprentice |
