Fixed Income And Derivatives Trader

Fixed Income Trading & Portfolio Management

• Daily Financial Market Analysis and Forecast: Macro, Rate, FX…

• Overall Interest Gap Trading Strategy Implementation and Portfolio Structure Enhancement.

• Active Portfolio Management: Dynamic Tactical Approach in consideration to Credit Factor, Duration, Liquidity, Leverage… based on Market Analysis.

• Performing Deal Negotiation and Issuance/Trading Document Review.

Liquidity Management

• Daily Funding for Fixed Income Portfolio.

• Dynamic Approach: Tenor/Duration Management, Liquidity Concentration Management.

• Company's Cashflow Optimization: Cashflow Matching, Immunization.

• Market Maker Implementation with Fixed Income Products (Govie Bond, CDs..).

Risk Management

• Portfolio Credit Risk Limit Daily Management.

• Other Risk & Liquidity Ratios Model Monitoring and Enhancement as required by Internal Policies/Local Laws (Liquid Capital, Total Risk, VaR, CBE, MCO..) FX & Derivatives Trading.

• Hedging Exposure to FX and Rate using Derivatives.

• Gap trading, Arbitrage trading using CCS, IRS/AIRS.

Business Analysis

• Participate in Fixed Income Products Analysis and Development for Digital Platform.

• Participate in Constructing and Running Model, Treasury system for BS and Liquidity

Optimization.

• FTP Operation Model Monitoring & Enhancement along with another Department.

DCM:

• Providing Bond Consultant Service to Customers.

• Bond Order Placement Service.

Procedures & Polices and Reporting

• Trading, DCM Procedures and Policy Reviewing as required.

• Performing Daily Report of Portfolio, Liquidity and Risk Management.

• Thorough Knowledge of Interbank Market and Experience in Treasury from Finance Institutions.

• Experience in Fixed Income & Derivatives Trading and Liquidity Management with various products.

• Experience in Fixed Income Product Analysis, Research and Development.

• Expert with Excel, VBA, Power BI,..

Others

• Strong Academic Record in Finance and Banking.

• CFA or Expertise in Math is preferable.

• Excellent Logical Thinking Ability, Critical Thinking, Negotiation and Teamwork Ability.