Direct the day-to-day activities and risk management of exotic interest rates option books, including overseeing the execution of client deals and hedges (delta, vega, correlation risk, etc.) in order to lock as much commercial revenues as possible by keeping the books at minimum risk. Manage business promotion of USD IR (Interest rate), option and exotic activities in the United States and worldwide, including defining and giving clear pricing method for all USD structured products and giving trade ideas for clients worldwide. Oversee staff in charge of providing secondary quotations to clients and ensure staff accurately and timely perform daily tasks of portfolio risk management (running risk analysis, managing alerts, and monitoring reports). Manage business promotion of USD IR (Interest Rate) option and exotic activities in the United States and worldwide, interacting with traders outside New York, and with the structuring team and sales in order to increase client business flows. Represent the team in meeting with clients to promote SG’s capability on USD options and exotics, giving clear pricing rules to structures, collaborate with traders in Paris and Hong Kong to be able to execute deals and their hedge safely outside US hours and organizing frequent communication with all parties involved in these activities worldwide. Oversee the pricing of vanilla and structured IRD products. Play a key role in the development of systems to find new solutions, adapt existing systems to the new market environment, test the new solutions, etc. Serve as group’s representative in working with the Risk department for risk approval on new products and models, and with the Engineering teams in New York, Hong Kong, London and Paris related to the execution and pricing of structured products.
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