Key skills
• Extensive knowledge of derivatives form all asset classes i.e. equities, interest rates, FX, credit, inflation, fixed income.
• Expertise in pricing, risk factors and PnL analysis for rates, credit, FX, inflation products, Bonds and CDS’s.
• Building risk models for multi-asset portfolios using Excel VBA and Python.
• Strong MS Excel VBA, Python and SQL skills.
• Strong quantitative and problem solving skills.
• Documenting skills for quantitative models.
• Expertise in trade reconciliation with legal documents and blotters.
• Excellent skills in MS excel using Bloomberg API.
• Expertise in fixed income, interest rate products and credit derivatives (pricing and risk calculation).
• Strong skills in designing process improvement.
• Effective relationships building with different stake holders e.g. sales, trading, structuring and risk mangers.
• Attention to detail and excellent theoretical and working knowledge on products from all asset classes.
IT / Programming Skills
• MS Excel and VBA
• Python
• Matlab
• SQL