Analyst/AVP - Structured Credit - Global Credit Trading Business - Bank

ROLE: Our client, a leading global bank in Mumbai, is looking for a candidate at an AVP/Analyst level to support their global credit trading business.

RESPONSIBILITIES -

1. Assist trading desks on structured credit products (Corporate, Financial & Sovereign bonds, single-name CDS, Loans, etc.) with new strategies related to margin payments call, interest payments, RWA/LBS, hedges and exposure.

2. Undertake or manage all operational aspects of repo trades (substitutions, collateral funding with internal desks, financing, manage trigger events, fixings)

3. Manage Total Return Swap Bookings.

4. Manage all non-economic term related transactions Credit Linked Note Pricing and repack swap pricing with strong understanding of CVA and XVA

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

6. Manage all risk reports (credit risk, market risk, capital, and funding) and daily PnL reconciliation for structured credit trading

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

8. Build and optimise everyday tools used by desk traders

9. Ensure that all activities and duties are carried out in full compliance with regulatory requirements and internal policies

REQUIREMENTS:

The prospective candidate should have 2-5 years for Analyst and 6-9 years for an AVP in the similar structured business, should come from a quantitative background preferably from a top tier school with knowledge of credit instruments, their risk factors and pricing along with leadership skills