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 an 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.