Work with trading analysts to produce non-standard risks for all fixed income/credit derivative activities using proprietary applications and perform quantitative analysis of results. Ensure the development and maintenance of tools using VBA, Python and proprietary tools to increase job efficiency and productivity. Produce end of day profit and loss estimates for exotics, vanilla and asset backed trading activities in fixed income and credit derivative perimeters, based on risk positions and market moves. Use solid communication skills (verbal and written) to work with analysts to respond quickly and effectively to ad-hoc requests from traders to develop new processes, identify and quantify risk, and test new models. Provide succinct and timely and one-off transactions. Produce and validate price levels for clients and for secondary trading activities. Identify deals that can be called away, and use proprietary quantitative methods to determine the optimal call decision. Continue developing tools to maximize probability that decision is optimal in all cases.
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