Capital Markets Specialist

Yield Curves & Term Structure

Por qué: Lets you pick a curve construction and interpolation method and explain why a swap or bond reprices when it changes, including the move to SOFR.

Credit Spreads & Analysis

Por qué: Lets you decide whether a bond looks cheap using Z-spread, OAS or CDS basis, rather than comparing yields across different structures.

Equity Valuation

Por qué: Lets you pick the right model by sector, such as residual income for a bank, and defend the valuation to a portfolio manager who disagrees.

Market Microstructure

Por qué: Lets you decide whether to route an order to an exchange, a dark pool or OTC, weighing information leakage against price improvement.

Options Pricing & Greeks

Por qué: Lets you price an option, read its Greeks and spot a mispriced point on the volatility surface, so the desk hedges delta and vega on purpose.

Interest Rate Swaps & Swaptions

Por qué: Lets you value an interest rate swap off the SOFR curve and break its P&L into rate and basis moves, as needed for a hedge or funding decision.

Market Risk & VaR

Por qué: Lets you run VaR and expected shortfall and backtest them, so you can tell the desk when the model is breaching more than it should.

Counterparty Credit Risk

Por qué: Lets you estimate exposure and CVA for a derivative with a given counterparty and see how netting and collateral reduce what is actually at risk.