Company | Macquarie |
Industry | Banking |
Location | Singapore |
Position Type | Graduate Program |
Post Date | 02 April 2014 |
Closing Date | 30 April 2014 |
Employer Description
Macquarie is a global provider of banking, financial, advisory, investment and funds management services, employing more than 13,400 people in over 28 countries. The diversity of our business and our commitment to managing career development ensures that the people we recruit have the ability to find their niche and excel in a challenging environment.
Macquarie Securities Group (MSG) is a global institutional securities house with strong Asia-Pacific foundations covering sales, research, ECM, execution and derivatives and delta one activities. The group uses its research and risk management skills to develop equity-based solutions and services for clients internationally.
The Arbitrage Division operates as a globally coordinated team to provide best execution to clients and greater efficiency to financial markets across the spectrum of asset classes and financial products. The Arbitrage team levers Macquarie's strengths to achieve optimal outcomes and deliver value. It specialises in solutions to help navigate regulatory environments, transaction costs, investor mandates and multiple listings across different time zones. The Arbitrage Division is based in Singapore, Hong Kong, London and New York.
Responsibilities
- Graduates entering this role could reasonably expect to be involved in the following tasks:
- Performing ad hoc analysis/research for other traders on desk, including but not limited to the following
- Conducting dividend research
- Performing index rebalance analysis
- Special situations and corporate events
- Developing and maintaining trading/pricing spreadsheets
- Designing and enhancing arbitrage trading and related systems
- Contributing to projects relating to the trading businesses
- Progression towards trading responsibilities:
- Managing trading book risks
- Monitoring trading opportunities and flagging up to managers
- Executing trades within strategy mandate and risk limit framework
- Maximising returns on funding and regulatory capital
- Responding to evolving market circumstances
- Developing and enhancing algorithmic strategies with a view to improving alpha and minimising slippage
Qualifications
- Excellent analytical, numerical reasoning, written and verbal communication skills
- An entrepreneurial and creative approach to problem solving
- Ability to handle high pressure situations
- A conceptual understanding of hedging, financial instruments, trading profit/losses
- Technically skilled in Excel/VBA, C# (.Net 4) and/or C++/Java would be advantageous
Application link
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