Source description
About the role
Deep understanding of Fixed Income products including Treasuries, Gilts, EGBs, TIPS/Linkers, and Corporate Bonds. Strong grasp of derivative instruments such as Credit Default Swaps (CDS) and Interest Rate Swaps (IRS), OIS, FRAs, Caps/Floors, and Swaptions. Excellent understanding of price, yield-to-maturity, and DV01 concepts and their underlying calculations. Familiarity with structured trades and packages (switches, flies, basis, gadgets, spread switches) and how they are priced and settled. Knowledge of trading protocols such as Central Limit Order Books (CLOB) and auction mechanisms. (Optional) Understanding of implied trading and legging strategies. Technical Skills Advanced Excel proficiency. Working knowledge of SQL for querying databases (Oracle, Sybase, NoSQL). Ability to conduct data analysis in Python using frameworks such as Pandas and Matplotlib (in Jupyter Notebook or Google Colab). Ability capture requirements in Confluence and Jira Familiarity with test automation and ability to guide the QA team on test scenarios
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