Capital Markets, Financial Markets, Interest Rates

Vor 3 Tagen


Frankfurt am Main, Deutschland Commerzbank AG Deutschland Vollzeit

We have enough challenges - and now we need you to tackle them

**Your tasks**:
The IR Legacy team is responsible for the risk management of the IR Legacy rates derivatives book, and for the execution of portfolio reduction transactions. Focus of the mandate will be the analysis of portfolio data and the actual unwind and compression of the legacy items to reduce resource consumption (for example balance sheet, cross-gamma, leverage ratio exposure and RWA), within targets and loss budgets defined by higher level management.Within the Executive area Capital Markets, Financial Markets business provides a full range of FX, Rates and Commodity products and solutions. The business acts as a centre of competence for handling all aspects of FX, rates and commodity-related product offerings, including execution, funding, and risk management solutions. Financial Markets is based mainly in London and Frankfurt, but also present in further international locations in Americas, Asia and Europe. Its competitive edge comes from product choice, product innovation and high quality pricing and market making, together with the ability to customise solutions to clients’ needs.

We are looking for an IR Legacy Trader within the Financial Markets business unit in London or Frankfurt. You will support IR Legacy team in the efforts of optimizing portfolio, by unwinding or simplifying / optimizing complex derivatives (dealer and client portfolio, exotics, options etc). Previous experience in trading Inflation products is desired.

**Your profile**:
We are looking for adaptable and accurate person who is able to analyze complex data and propose + implement new solutions
- Minimum Bachelor’s degree in a quantitative field, such as Mathematics, Physics, Financial Engineering, or Computer Science
- Technically good, ie deep understanding of financial concepts and derivative products including Swaps, Options, Inflation, Collateral, CSAs
- Knowledge of regulatory requirements and constraints: RWA, Balance Sheet, Leverage Ratio, MVA, Capital Consumption, etc
- Ability to solve complex problems
- Interaction with control function (Market Risk, Credit Risk, Finance and Middle Office)
- Enjoy improving productivity through strategic automation tools
- Strong verbal and written communication skills
- Knowledge of VBA and/or Python is a plus

**Our Benefits**:

- Flexible work
- Professional training & development
- Friendly work environment
- Diverse tasks
- Work-life balance

Flexible work; Professional training & development; Friendly work environment; Diverse tasks; Work-life balance

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