Job description: Summary:
• Internship in Fixed Income Derivative Strategy and Pricing
• Trading floor / front-office role within the Fixed Income Currencies & Commodities division
• Structuring of all types of interest rate exotics: swaps, bonds and options
• Support structuring team in its daily work: pricing & development of exotic payoffs, preparation of marketing materials, data analysis, execution of trades, etc.
Main responsibilities:
• Indicative pricing of exotic options using SG's proprietary front-office tools
• Programming of basic tools and analyses in Excel / VBA
• Help preparing product presentations: analyze payoffs, prepare back-testings, work with historic data,
Level of authority:
• Always worked under senior supervision
Internal & external contacts
• Work with structurers, sales people and traders on a daily basis
Specific context:
• Good skills in Excel and programming - preferably VBA - are required
• The candidate should have a strong (theoretical) knowledge of option pricing
• Background in Financial Mathematics preferable. If a business or economics major, specialization in mathematical topics such as econometrics or financial mathematics is desirable
• Position is in London
CANDIDATE PROFILE
Education:
• Financial Mathematics, Economics or Business major
• Background in Financial Mathematics preferable. If a business or economics major, specialization in mathematical / quantitative topics such as econometrics or financial mathematics is desirable.
Past experience
• Previous experience working with Excel or programming in VBA, C+ or other language is desirable but not a necessary prerequisite
Languages
• Fluent English
• Other European language a plus ( German / French ideally )
Technical skills
• Strong quantitative / mathematical background
• Good (theoretical) knowledge of option pricing
• Strong spreadsheet skills
• Some programming experience