■ Managed Global Structured FX and Hybrids book. • Quoted, traded, risk managed long dated G10 FX options and exotics: • Options: vanilla, digital, barrier, touch etc. • FX exotics: range accruals, TARFs, structured forwards and swaps, M&A deal contingent swaps.• Quoted, traded, risk managed hybrid products in G10 FX, commodities, rates, equities: • Options: dual digitals, contingent options, worst off options, basket options. • Long dated notes:… Show more ■ Managed Global Structured FX and Hybrids book. • Quoted, traded, risk managed long dated G10 FX options and exotics: • Options: vanilla, digital, barrier, touch etc. • FX exotics: range accruals, TARFs, structured forwards and swaps, M&A deal contingent swaps.• Quoted, traded, risk managed hybrid products in G10 FX, commodities, rates, equities: • Options: dual digitals, contingent options, worst off options, basket options. • Long dated notes: hybrid range accruals, PRDCs, callable XCCY repacks, equity linked notes.• Dynamically hedged risk daily with spot FX, FX and equity options, swaps, swaptions, futures, quanto forwards, equity linked swaps etc.• Dynamically managed FVAC (Actual/Standard CSA basis) for the book.• Responsible for relaunch of structured notes platform at BAML: PRDCs in FX, Hybrids notes in Asia, German note formats (NSV, SSD), callable SPV repacks.• Developed relationships with hedge fund, corporate and institutional sales across the globe.• Oversaw ongoing model development by quant teams and technology work to ensure timely roll out of new payoffs and risk systems. ■ Responsible for Perfect Asset Swaps (Credit Contingent FX Swaps) business.• Launched CLO 2.0 PAS trading platform – worked with legal, structuring and business partners to get documentation, approvals, lines, infrastructure.• Together with sales established and maintained coverage of the biggest CLO managers for PAS.• Provided quotes on new swaps, unwinds and restructures for clients.• Dynamically hedged risk daily with different instruments including spot FX, FX options, leveraged loans and HY bonds, CDSs, xccy swaps etc.• Quoted FX asset repacks and BGS (balance guarantee swaps). Show less

Managed correlation basis risk for global correlation book. • Provided markets in FTDs, single tranche CDOs and secondary CLNs.• Analysed risk of potential trades (correlation basis, DVO1, JTD, convexity, carry etc). • Priced and executed several large unwind packages with dealers to reduce risk, gross notional and RWA.• Worked with legal and structurers on new issuances and restructures of credit linked notes (CLNs).