Equity & Cross Asset Structuring Analyst
Functions of the role:-
• Studies of portfolio performance: Beta, Alpha, Sharp Ration.
• Calculation of portfolio risk using Value at Risk (VaR CVaR), Tracking Error and Stress Testing.
• Establishment of an optimized risk modeling too for GM internal management of portfolios risk.
• Development of new products according to market opportunities and clients needs.
• Establishment of a program to calculate Benchmark and Market Return on stocks ad bonds.
• Execution of Structured products: Equity, Credit Linked Notes, Cross Currency Swap, FX and Fixed Income Derivatives.
• Maintain approval grids for Structured Products OTC transactions and perform data analysis on new or existing products.
• Fast- track development of trading tools used for pricing, hedging, index tracking and strategies.
• Create new pricing tools and amend and improve existing Derivative pricing and risk libraries.
• Regular negotiation and review of Structured Product/ OTC term sheets in partnership with Legal and Risk Management.
• Maintenance and improvement of daily- used applications for the GM team.
Competencies:-
• Character - Exhibits integrity, professionalism, practical judgment, positive attitude at all times; exhibits perseverance, mental toughness and initiative in the face of problems and challenges.
• Interpersonal Confidence - Can effectively communicate and relate to all levels within and outside the organisation.
• Managing Processes - Ability to manage appropriate steps to complete projects; has strong ability to organise processes.
• Communication - Excellent interpersonal, IT and oral communication skills are necessary.
• Organisational Ability - Can manage resources to prioritise and get projects completed; able to pro-actively multi-task and keep order in a fast paced working environment.
Qualifications Experience:-
• Bachelor Degree or Equivalent.
• MUST have a minimum of 3 years experience in an Investment Banking environment.
• MUST have experience in liaising with institutional and corporate clients
• MUST have knowledge of Excel/VBA
• In-depth knowledge of structuring products and pricing.
Please send your resume to abhangu@cobaltrecruitment.com
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