Vice President, Sales & Trading at TD Securities (USA) LLC, New York, NYJOB DUTIES: Develop trading business with focus on US interest rate options business, through activities such as market making in USD caps, floors, and swaptions. Ensure positions are within approved limits while maintaining and enhancing profile and market share. Monitor portfolio delta, gamma, vega, and SABR risk and execute appropriate hedge trades. Optimize return on capital and valuation adjustment exposure to maximize the trading desk’s return on investment and cost base. Develop trading strategies and identify mis-pricings in the volatility surface and across product types. Provide valuable research, economic updates, and historical performance analysis to assist the team in facilitating sales processes, e.g., through use of machine learning to enhance revenue opportunities and analyzing global macroeconomic landscape to develop views on the market through data analytics and backtesting.JOB REQUIREMENTS: Position requires a Bachelor’s degree, or foreign equivalent, in Finance, Business Administration, or related field, and five (5) years of progressively responsible experience in the job offered, as Associate, Analyst, or related.Full term of experience must include each of the following: Working on a trading floor; Use of Python to build RV tools and risk infrastructure for the options business; Excel functions for finance, including interface with VBA and Bloomberg; Interest rate derivatives, including swaptions, cap-floors, swaps, futures, and bonds; and, Bilateral derivative pricing and credit risk management. Employer will accept any suitable combination of education, training, or experience.Remote work permitted within commuting distance.Approximately 33% domestic travel required.Rate of pay: $173,555-$200,000 per year Email resume to [email protected]. Reference: TDSdm124
Minimum Salary: 173555Maximum Salary: 200000Salary Unit: Yearly