Unnikrishnan K Email and Phone Number
Seasoned Treasury professional with extensive experience across various domains of financial markets, viz. Trading and Structuring of FX, Commodity, Equity, Credit, Rates and Derivatives. My career highlights include:Derivatives Trading and Structuring: Managed and traded INR interest rate swaps (OIS & MIFOR), USD LIBOR & SOFR IRS, INR G-Sec, and ran a Currency Option book. Handled Derivatives Structuring desk for designing, pricing, and hedging FX and IR derivatives tailored to corporate needs. Structured Credit Default Swaps, CLNs, and TRSs. Created cross-asset structured products for wealth management, HNI, and HNW clients. Engaged with clients to determine financial goals and investment objectives, facilitating their achievement through tailored FX and IR structured products.Asset Liability Management and Financial Planning: Expertise in Asset Liability Management, FTP, and NIM management and planning for banking books.Risk Management: Proficient in risk management frameworks for FX Option and Interest Rate books, including measuring, limit monitoring, and simulation for Greeks (Delta, Gamma, Vega, and Rho), NOP, PV01, Duration, and VaR. In-depth understanding of risk management concepts such as VaR, Stress Testing, Back Testing, CVA, PFE, and IMA.Complex Derivatives Valuation: Experienced in complex valuation techniques for Vanilla and Exotic derivative products and pricing models. Worked with products like KI, KO, KIKO, RKO, TARN, Snow Balls, Range Accruals, Digital Options, and Exotic Swap Structures and Bond FRA.Fixed Income and Money Market: Hands-on experience with Fixed Income and Money Market products like G-Secs, CPs, CDs, NCDs, etc.Market Analysis: Strong ability to analyze financial markets using technical analysis and fundamental macro-economic research.Performance Under Pressure: Proven ability to perform in fast-paced, stressful environments, utilizing strong analytical and decision-making skills without compromising on quality.Technical Proficiency: Extensive working knowledge of Reuters and Bloomberg.SpecialtiesStructuring of various FX and Interest Rate DerivativesValuation and Hedging of FX optionsFixed Income, Money Market, Risk ManagementInterest Rate Book Running
Idfc First Bank
View- Website:
- idfcfirstbank.com
- Employees:
- 12516
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Head -Derivatives StructuringIdfc First BankMaharashtra, India -
Head -Derivatives StructuringIdfc First Bank Mar 2022 - PresentMumbai, Maharashtra, IndiaExpertise in structuring, trading, and hedging cross-currency swaps, long-term forwards, IRS, bond FRAs, and FX options.Successfully introduced and launched new Treasury / Financial Markets products.Established Currency Options Trading Desk.Management ISDA and CSA negotiations and execution.Launching of GIFT City branch -
Head Of DerivativesSbm Bank Mauritius Aug 2019 - Jan 2022MauritiusFX, Rates, Commodity, Credit & Equity Derivatives and Structured products• Manage existing product basket of Rates, Currency, Commodity and Derivatives and market making to Clients, Brokers, and Inter Bank • Manage specialized commodity desk for – Crude Oil, Sugar and Coal. • Introduce and implement new product strategies based on evolving market conditions of Asian, European and American Market cross asset classes. • Devise Balance Sheet hedging strategy and it's implementation• Cross border investment , hedging and arbitrage strategies• Liaising with Trade Structure Finance (TSF) product team on accounting and P&L closure, including complex accounting such as M2M (Mark-to-Market) and other IFRS related. -
Vice President - Global MarketsUnited Overseas Bank Limited Oct 2014 - Aug 2019FX, Rates, Currency Swap and Option desk Trading DeskFixed Income trading- Gsec,T bills Cross Border Investment Management FPI Market Making of FX spot and Swaps ALM- Asset Liability Management -
Fx Options And Interest Rate Derivatives Trading At Indusind BankIndusind Bank Feb 2010 - Oct 2014#FX options and interest rate trading - OIS, MIFOR, FX swaps , FX options#Structure FX and IR Derivative products for the corporate clients to manage their risk exposures#Identify and quantify the risks associated in any structured product transaction which the bank undertakes#Observe and analyse financial markets and market trends and make an informed decision about which risks to hedge #Provide derivatives pricing support, market research and derivative ideas to the sales team -
Trader- Bonds And Interest Rate DerivativesIdbi Bank Jun 2006 - Feb 2010# Trading in G Sec and other money market instruments.# Trading in OIS,MIFOR, INBMK Swap# FX and interest Derivatives Structuring,Option/swaps etc
Unnikrishnan K Education Details
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Garp UsaRisk Management -
Indian Institute Of Banking & FinanceBanking -
Scms CochinFinance -
Commerce
Frequently Asked Questions about Unnikrishnan K
What company does Unnikrishnan K work for?
Unnikrishnan K works for Idfc First Bank
What is Unnikrishnan K's role at the current company?
Unnikrishnan K's current role is Head -Derivatives Structuring.
What schools did Unnikrishnan K attend?
Unnikrishnan K attended Garp Usa, Indian Institute Of Banking & Finance, Scms Cochin, Kannur University.
Who are Unnikrishnan K's colleagues?
Unnikrishnan K's colleagues are Vaibhav Gupta, Rakesh Das, Kajal Kadam, Nitin Udamale, Gaurav Malviya, Vedant Pol, Nilotpal Thakuria.
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Unnikrishnan K
Bengaluru -
Unnikrishnan K
Cka | Ckad | Cks | Cicd | Devops | Devsecops I Docker | Kubernetes | Cyber Security | Python | Aws | Openstack | Ai/Ml EnthusiastBengaluru2live.com, ericsson.com -
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