Derivative Structurer Asia

Key responsibilities

• Daily pricing for Asia on recurring flow structure and/or large size bid that needs coordination with trading.
• Helping in marketing materials and payoff back testing.
• Support sales on the stream usage.
• YODA pricing outside of stream, including new product features for small sizes.
• Pre-quote analysis on new underlying (funds, thematic), working with vendors and P2.
• Stress tests (finding proxy data, explaining stress test metrics).
• Marketing material (products backtests and pricing) update.
• LSDP performance reports (for those that won’t go through the LDSP new portal).
• Regular communication with team members in Asia.
• Coordinate work between relevant departments for product launches and changes to existing product suite.
• Ensure that project delivery is carried out according to the defined scope, plan and timeline.
• Carry out appropriate tracking and monitoring throughout the implementation and post successful completion.
• Regular status reporting for review at senior level.
• Support the Head of Financial Products in transaction design and innovation.
• Coordinate with Legal team on product documentation.
• Present transaction highlights and risks to internal stakeholders.