Job Description

Job Details: 1. Overnight borrowing & lendingCROMS and CBLO, margin management for collateral 2. Manage OIS/IRF hedging- counterparty interaction and design structures for hedging exposure 3. Manage Gsec curve trades 4. Carry trade in short term instruments 5. Understanding of bond market nuances, new issuances, liquidity adjustments, system surplus/deficit, RBI notifications 6. Manage book according to defined risk parameters- PV01, Concentration, Liquidity, Duration 7. Construct and manage the Fixed Income portfolios 8. Good understanding of capital markets and interrelationships between asset classes 9. Work on building the desk with trading models, documentation and efficient trade execution 10. Be able to build base repositories of relevant macro and issue specific data