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.