AVP - Macro Structuring - FX - Investment Bank - IIM/ISB/MDI/FMS

AVP - Macro Structuring - FX - Investment Bank

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

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

- MBA with premier institute + Good academic background is must