Interest Rate Derivatives Trader
An international Investment bank is looking to add someone to their Rates, FX and Portfolio Management area/Execution Desk. You will be expected to:
- Provide trade execution across rates and FX
- Manage the Group’s liquidity buffer, Liquid Asset Portfolio
- Deliver structuring/hedge solutions to the Group
- Opportunity to join an Execution Desk responsible for providing best execution in the capital markets
Responsibilities:
- Provide best execution across rates/FX products and manage the daily trade flows
- Pricing and structuring interest rate and FX hedges, as well as ad hoc hedges on other structural risks
- Development of hedging strategies to protect the balance sheet based on the outlook for market interest rates.
- Analyse and develop a framework for calculating the implications of interest rate derivatives on CVA/FVA.
- The role is highly analytical, requiring the individual to have a thorough understanding of interest rate derivatives, market conditions and rate views.
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