Responsibilities:
Assist in managing FX swap portfolios, including trade execution, risk monitoring, and P&L analysis.
Develop and implement FX swap trading strategies in alignment with fund mandates and risk parameters.
Conduct macroeconomic and market research to identify opportunities in global FX and interest rate markets.
Collaborate with traders, researchers, and risk teams to optimize portfolio performance and hedging strategies.
Monitor liquidity, counterparty risk, and funding dynamics in FX swap markets.
Prepare performance reports and present trade ideas/risk exposures to senior PMs and stakeholders.
Requirements:
5+ years of experience in FX trading, structuring, or portfolio management, with a focus on swaps.
Strong quantitative skills with expertise in pricing, risk metrics, and curve dynamics.
Deep understanding of cross-currency basis, funding markets, and central bank policies.
Proficiency in Python, SQL, or other tools for data analysis and automation (preferred).
Ability to thrive under pressure in a fast-paced, collaborative hedge fund environment.
CFA, FRM, or advanced degree in Finance/Quantitative fields is a plus.
