AVP - FX/Rates Structuring Desk - BFS

The candidate will be supporting the desk (EM Macro, Americas) on pricing new/restructuring trade ideas, hedging strategy, trade analysis, termsheet preparation, liaising with sales/Trading/ legal/compliance/QA/Tech etc. Also, to work on marketing material, capital analysis etc. as required by the desk.

The role will include helping the traders/sales/structurers in originating risk management solutions for corporate and institutional clients in AMER as well as developing new products for both hedging solution and yield enhancement.

They will also help in pricing of structured FX/Rates options and exotics.

Key Accountabilities :

- Work closely with the EM Macro Structuring team (AMER) on ideating and pricing of FX/Rates structured products based on clients- requirement

- Liaise with Trading and Sales team to develop yield enhancement / risk management solutions and work closely with legal, compliance, Quant, Tech etc.

- Work on trade analysis, capital analysis, marketing materials, pitchbooks, termsheets, market update, product briefs etc., as required by the business

- Suggest trade opportunities and dislocations based on market environments

- Perform portfolio MTM/Greeks analysis using historical marks and pricing models.

- Build trade optimizers, identify relative value opportunities in the FX/Rates market, identify dislocations in different market parameters like carry, vol, skew, flies, correlations etc.

- Build trade/market analysis tools to be used by the team

Stakeholder Management and Leadership :

- The candidate will need to interact directly and frequently with EM Macro team (Americas). He/She will also work very closely with Sales and Trading team

Decision-making and Problem Solving :

- The candidate will need to be highly proactive in identifying issues and getting them resolved by liaising with various stakeholders

- The candidate will need to work on several time-sensitive activities and is therefore required to be meticulous and efficient

- The candidate should have an excellent eye for detail and should ensure that he/she meets a zero error tolerance requirement as most output forms a critical input for business decision making

Risk and Control Objective :

- The candidate will need to ensure that all activities and duties are carried out in full compliance with regulatory requirements, the Enterprise Wide Risk Management Framework and internal Policies and Standards.

Essential Skills/Basic Qualifications :

- Must have either suitable FX Options or IR Structuring experience gained from an Investment Banking environment

- Must have suitable experience with demonstrable knowledge of derivatives and options theory as well as capital pricing/implications.

- Ability to develop and manage pricings spreadsheets and tools

- Proficiency in presentation skill (MS Office Product Suite)

- Excellent communication/presentation skills (oral/written) as the candidate will need to work directly and frequently with senior traders/sales/management

- Flexible to work long hours, meet deadlines and be proactive

- Ability to prioritize and manage large projects and take full ownership of assigned tasks

- Aptitude for self-learning

Desirable skills/Preferred Qualifications :

- Programming Knowledge - Preferably VBA/Python

- Knowledge of Bloomberg/Reuters

- Structuring experience

- Mathematics or engineering-based degree