Unnikrishnan K Email & 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