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Assistant Vice President, Specialist, FX Derivatives Structuring

DBS Bank · Mumbai, Maharashtra, India

full_timePosted 2w ago
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Job description

**Business Function** The Treasury Markets business provides market-driven solutions to institutional, corporate, and commercial clients through foreign exchange, interest rate, and derivative products. The function supports clients hedging, risk management, and yield enhancement objectives while ensuring prudent risk management and regulatory compliance **Job Purpose** To structure, price, and execute FX and Interest Rate derivative solutions for institutional and corporate clients. The role serves as a bridge between Trading and Sales, delivering customized hedging and investment solutions while managing market risks and ensuring seamless deal execution across India and Singapore trading platforms. **Key Accountabilities** - Provide accurate and timely pricing for FX and Interest Rate derivative products. - Structure customized solutions to meet client hedging and yield enhancement requirements. - Analyse market movements, volatility, yield curves, and forward points to support pricing decisions. - Execute transactions within approved risk appetite and trading guidelines. - Monitor and communicate portfolio risk sensitivities. - Support effective hedging strategies and risk mitigation activities. - Partner with traders, sales teams, and market makers to execute live transactions. - Deliver competitive pricing and innovative product solutions. - Manage end-to-end transaction lifecycle and trade booking processes - Collaborate with India-based trading desks and Singapore product teams. - Act as a product specialist to support internal and external stakeholders. - Build strong relationships across Front Office and support functions - Prepare monthly MIS and performance reporting. - Ensure accuracy of trade reporting and audit documentation. - Maintain adherence to internal controls and regulatory requirements **Job Duties Responsibilities** - Price FX and Rates derivative products including Forwards, Swaps, NDFs, CCS, IRS, and Options. - Develop innovative structured solutions for clients. - Provide market commentary and technical analysis to stakeholders. - Execute internal and external derivative transactions. - Engage with interbank counterparties for market pricing. - Ensure timely and accurate trade capture in risk management systems. - Conduct product training sessions for Sales teams. - Create marketing material, product notes, and client presentations. - Support client discussions and product proposals - Monitor market exposures and trading risks. - Ensure compliance with internal policies and external regulations. - Support audit and regulatory reporting requirements. - Produce deal execution MIS and business performance reports. - Analyse PL drivers and business trends. - Respond to management and audit queries. **Requirements** - Bachelor s or master s degree (e.g., Mathematics, Financial Engineering, Physics, Economics, or MBA grad) - 1-5 years in a derivatives structuring, trading, or specialized sales role within a global or top-tier regional bank. - Experience in derivative pricing and structuring. - Knowledge of quantitative modelling techniques. - Exposure to treasury systems and risk platforms. - Programming skills in Python or VBA for pricing and automation tools. - Strong understanding of: FX Products, Interest Rate Products, IRS, CCS, NDFs, Options and Structured Derivatives **Education / Preferred Qualifications** - Bachelor s or master s degree (e.g., Mathematics, Financial Engineering, Physics, Economics, or MBA grad) - 1-5 years in a derivatives structuring, trading, or specialized sales role within a global or top-tier regional bank. - Programming skills in Python or VBA for pricing and automation tools. **Core Competencies** - Analytical and quantitative skills. - Strong communication and presentation capabilities. - Ability to perform under market pressure. - Excellent stakeholder management capabilities. **Technical Competencies** - FX Derivatives Pricing - Interest Rate Derivatives - Treasury Markets Products - Structured Products - Quantitative Analysis - Market Risk Management Disclaimer : This job posting has been aggregated from external source. Role details, content, and availability are subject to change. Applicants are advised to confirm the latest information directly on the company website before applying.