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Meryl

Consultant at Black Turtle

Last Login: 15 October 2024

Job Views:  
2352
Applications:  577
Recruiter Actions:  132

Job Code

922204

Assistant Vice President/Vice President - Structured Credit - Investment Bank

Posted 3 years ago
Posted 3 years ago

Key Accountabilities :

- Track the Desk Portfolio and assists desks with new strategies across structured credit (financing and asset side) : margin payments call, interest payments, RWA/LBS, hedges and exposure

- Manage all operational aspects on repo trades (substitutions, collateral funding with internal desks, financing, manage trigger events, fixings)

- Manage TRS Bookings in DMX and CATS

- Manage all non-economic term related transactions

- CLN Pricing and repack swap pricing. Understanding of CVA and XVA

- Manage trade bookings for structured credit on financing side and asset side complex structures

- Helps manage all risk reports (credit risk, mkt risk, capital, and funding) and daily PnL reconciliation for structured credit trading

- Helping the desk value positions and distribute prices to relevant internal teams

- Helping build and optimize everyday tools used by desk traders

- Build and maintain trade and booking database


Essential Skills/Basic Qualifications:

- Knowledge of Credit instruments, their risk factors, and pricing

- Quantitative background from a top tier school, with some experience on a similar structured business

- Excellent communication skills (oral/written) as the candidate would have to work with Onshore teams globally. They would have to speak to the traders.

- Strong Analytical Skills

- Aptitude for self-learning - Should be able to demonstrate a self-starting attitude

- Proactive in nature. Should be able to take decisions and support those.

- Team player

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Posted By

user_img

Meryl

Consultant at Black Turtle

Last Login: 15 October 2024

Job Views:  
2352
Applications:  577
Recruiter Actions:  132

Job Code

922204

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