Hong Kong SAR
- Executed and managed end-to-end high-volume trades covering client interaction, order execution, hedging, and settlement. - Continuously monitored real-time order book dynamics, trade flow, pricing engines, and market data feeds to optimize quoting behavior, inventory management, and overall trade performance. - Collaborated cross-functionally with compliance, quant, and engineering teams to ensure adherence to trade processes, enhance internal trading systems, and continuously improve the trading tech stack and execution infrastructure. - Ensured compliance with internal controls, exchange trading rules, and regulatory standards in all trading operations.
- Responsible for XVA pricing (CVA, FVA, ColVA, KVA and MVA), while considering counterparty risk, netting strategies, funding and capital - Assisted in hedging accounting for interest rates and FX - Participated in CSA negotiations through optimization of initial margin and variation margin according to the credit rating, country and industry of the counterparty - Actively participated in improving the methodologies in pricing of XVA using python and VBA