Assistant Vice President, Specialist, FX Derivatives Structuring, Global Financial Markets
Core
Structure, price, and execute FX and Interest Rate derivative solutions for institutional and corporate clients, acting as a bridge between Trading and Sales.
Role type
Assistant Vice President, FX and Interest Rate Derivatives Structuring
Builds
Customized hedging and investment solutions for clients
Domain
Global Financial Markets, Treasury & Markets
Deliverable
production ML models | product features
Required skills
Derivative pricing and structuring, Quantitative modelling, Python or VBA programming, FX Products knowledge, Interest Rate Products knowledge, IRS/CCS/NDFs/Options expertise, Market risk management, Trade execution, Product training, Market analysis
Preferred skills
Mathematics/Financial Engineering/Physics/Economics background, MBA, Experience in global or top-tier regional bank
Technologies
Python, VBA, Treasury systems, Risk platforms
Responsibilities
Price FX and Rates derivative products including Forwards, Swaps, NDFs, CCS, IRS, and Options; Develop innovative structured solutions for clients; Execute internal and external derivative transactions; Engage with interbank counterparties for market pricing; Ensure timely and accurate trade capture in risk management systems; Conduct product training sessions for Sales teams; Create marketing material, product notes, and client presentations; Monitor market exposures and trading risks; Produce deal execution MIS and business performance reports
Seniority
Senior, hands-on IC