Job Description
Responsibilities
- Quote, structure and execute interest rate swap transactions, for clients, and interbank counterparties.
- Manage both client-driven and proprietary trading positions in the IRS market
- Optimize portfolio performance through duration management and yield curve positioning.
- Provide competitive pricing to internal sales desks and corporate clients
- Monitor and manage the swap book’s exposure to interest rate, basis and counterparty credit risks
- Keeps abreast of market developments and BSP rules that affects market movement or sentiment and regulatory actions
- Attends seminars, briefings, talks to enhance trading knowledge and competency; and perform other duties that may be assigned by the Linear Trading Desk Head
- To uphold the Professional and Ethical standards of the Bank and the BAP-Code of Ethics.