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ABOUT THE OPPORTUNITY
Our client, a global financial services firm, is expanding its Institutional Rates Advisory desk within its Clearing division. The team helps institutional clients manage interest rate risk and optimize their balance sheets through tailored advisory, derivatives, and clearing solutions.
About the Role
Join a growing Institutional Rates Advisory desk in New York, helping institutional clients manage interest rate risk and strengthen their balance sheets. This role offers a structurer with 1–3 years of relevant experience the opportunity to work alongside senior advisors and sales professionals, analyze client exposures, develop hedging solutions, and prepare scenario analyses and client presentations. A strong foundation in rates and fixed income derivatives, excellent analytical skills, and an interest in client-facing advisory work are essential.
• 1–3 years of experience in fixed income or rates structuring, including work with interest rate derivatives and hedging solutions.
• Strong understanding of fixed income markets and interest rate derivatives, including swaps, futures, and options.
• Ability to analyze interest rate exposures and evaluate hedging strategies.
• Strong quantitative skills, with proficiency in Excel and financial modeling.
• Clear communication skills and the ability to prepare client presentations.
• Interest in developing client-facing advisory skills alongside senior team members.
• Exposure to bank balance sheets, asset-liability management, or securities portfolios is a plus.
• Prior clearing experience is beneficial but not required.