You will come to work at APG’s Trading-desk in Amsterdam. Given the size of the pension funds that APG has a its clients, the scale of the trading-desk activities is oftentimes very significant. The team’s expertise is to implement large exposures effectively and discretely, thereby avoiding impact on market prices. As a full member of the team you can contribute to extending our market-leading position by taking on our activities in interest rate derivatives trading. Furthermore you will bear the responsibility to enhance our implementation strategies through quantitative research in a variety of fields, ranging from derivative pricing to market micro structure analysis and systematic strategies.
As a Senior Interest Rate Derivatives and Government bond Trader within the Treasury and Trading department your focus areas will be:
- Implement trading strategies that match the specific demand from APG’s clients to discretely navigate markets with large-sized portfolios and significant trading needs.
- Managing exposures in and assume P&L responsibility for the Rate derivatives trading-portfolios that fall under the Trading-desk’s responsibility.
- Be on top of the developments in the market-environment, from RV to monetary-policy to supply/demand.
- Manage relationships with sell-side parties and other market-connections.
- Establish connectivity to trading-platforms and –venues.
- Participate in enhancing the central database-environment that serves as a repository for time-series/market, transactional and fundamental data.
- Perform portfolio optimizations to manage exposure profiles, diversify counterparty risk and smoothen margin requirements.
- Model price-patterns and liquidity; study micro-structure of markets, instruments and trading platforms.
- Contribute to the development of derivative pricing and exposure management tooling.
- Maintain a good relationship with all external and internal stakeholders.
- Keep track of developments in the fields of trading and financial markets.
- Follow developments in the regulatory environment, interpret their relevance for APG's trading-environment and have the ability to translate these to necessary changes in trading-practices.
You will be working closely with the other traders in the team and towards the rest of the organisation i.e. portfolio managers, risk managers and fiduciary managers.