• Execution of trades for portfolio manager across various asset classes and instruments – in futures and listed options, swaps and swaptions, FX spot/forwards and OTC options (including exotic FX options).• Daily portfolio analysis and PnL monitoring (including analysis of risk, profit, volatility, correlation, and scenario analysis)• Built proprietary models (across rates and FX) to analyse market data and assist portfolio manager with generation of trade ideas, timing of trade entry… Show more • Execution of trades for portfolio manager across various asset classes and instruments – in futures and listed options, swaps and swaptions, FX spot/forwards and OTC options (including exotic FX options).• Daily portfolio analysis and PnL monitoring (including analysis of risk, profit, volatility, correlation, and scenario analysis)• Built proprietary models (across rates and FX) to analyse market data and assist portfolio manager with generation of trade ideas, timing of trade entry and optimal structures or expressions of trade ideas• Research and summary on global macroeconomic themes across several regions Show less

• Performed actuarial valuations and modelling of superannuation funds• Performed experience analysis to justify actuarial assumptions adopted in valuations• Coded valuation processes• Analysis, monitoring and reporting of financial positions of various funds• Conducted orientation training for interns

• Designed and implemented a consolidated stress testing model• Conducted analysis and internal review of business risk model

• Validated internal process by reconciling benefit numbers as per trust deed• Assisted in actuarial & accounting valuations – including data analysis & sensitivity analysis• Modified and implemented liquidity stress-testing model