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14/12 Meryl
Consultant at Black Turtle

Views:443 Applications:88 Rec. Actions:Recruiter Actions:15

AVP - Rates Compression - Investment Bank (3-6 yrs)

Mumbai Job Code: 873051

AVP - Rates Compression for a top investment bank


Key Accountabilities : 

- Managing various compression initiatives, including TriReduce cycles, LCH & CME Standard & Blended Rate Netting, internal and bilateral compressions.

- Trade capture of compression cycles

- Responsible for liaising with IT and Quants to build improved infrastructure to increase both efficiency and control.

- Develop, test and implement complex pricing tools and large data handling

- Understand and develop the compression processes for various rates products e.g. swaps, FRAs, swaptions etc.

- Analyse the PV and risk impact of different compression methods on desk's books by pricing them

- Understand, track and distribute key metrics e.g. gross notional, leverage balance sheet, compression impacts

- Suggest enhancements to the process of compression and perform analysis to determine potential impact

Essential Skills/Basic Qualifications:

- Must have an in-depth knowledge of Advanced IR risk and other trading book risks

- Preference for candidates with coding skills (Python Programming) with understanding of databases

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

- Flexible to covering different time zones (LDN/NYK/TKY), 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:

- In-depth understanding of trading book risks

- Experience in pricing and risk calculations

- Preference for candidates with knowledge of Python and SQL

- Mathematics or engineering-based degree

This job opening was posted long time back. It may not be active. Nor was it removed by the recruiter. Please use your discretion.

Women-friendly workplace:

Maternity and Paternity Benefits

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