Financial Resource Management - IIM

Financial Resource Management (IIM Freshers Req)

Job Requisition Details

- Financial Resource Management is the central funding desk for the Equities business in CB&S and covers all treasury and funding related functions including collateral management, repo, securities lending, synthetic trades, prime broker relationships and liquidity risk management.

Job Responsibilities:

Support the London and HK teams in all aspects of Funding, Collateral optimization and Balance sheet management including;

- Create trade baskets for equity swaps, financing trades and upgrades

- Manage the Short Dated Asset (SDA) portfolio of FRM- monitoring yields and reallocating investments across strategies

- Maintain the FRM swap book, advising on new swaps and unwind/roll of existing swaps as well as book funding tickets

- Rehypothecate client assets based on usability and pledge to triparty collateral pool

- Pricing of PB client portfolios and providing indicative funding rates to the Risk/Sales teams

- Stress test modeling for the company’s-xtracker ETFs to verify adequacy of haircuts in conjunction with the fund managers

- Computing the daily collateral costs incurred by the Stock loan and ETF businesses and charging them accordingly

- Devising asset optimization strategies including ETF creation-redemption, ETF create to lend, ADR creation and index baskets to monetize the firm`s assets and save balance-sheet; liaise with traders for execution and risk monitoring

- Monitor the daily PnL of MPF`s US exclusive portfolios and advise Index Arbitrage/Stock loan traders on break-even strategies

- Become a subject matter expert on various liquidity related aspects of Asset Liability Management including modeling the asset liability term profile for the Equities B/S and monitoring the duration gap and basis risk

- Assist in delivery of information and analyses to Central Treasury for the bank`s month end stress testing

- Drive change/integration in several areas including: infrastructure development with Technology and desk process efficiencies

- Develop knowledge and skills to act as a funding expert across global equities and fixed income markets

- Stay abreast on regulatory developments, including Basel 3 (e.g. LCR, NSFR reporting) and Dodd Frank, and how they may impact the businesses` funding and reporting requirements

- Liaise with traders, trade support and triparty agents in delivering cost effective and efficient collateral

- Produce reporting and analysis on funding balances and activity

- Build and maintain internal relationships with traders, Finance and infrastructure teams, Treasury and counterparts in Ldn/US/HK

Key Competencies

- Proven analytical skills and ability to work with large amounts of information

- Team player, detail oriented, collaborative, with a solid presence

- Excellent communication and interpersonal skills

- Strong academic background , especially in finance

- Advanced skills with MS Excel

contact-
Manisha Povil
manisha@mainstream.in