Netherlands
- Following the bank's decision to exit the Equity Derivatives business, tasked with the unwinding of the entire Equity and Fund Derivatives portfolio and its infrastructure. - Managed down a portfolio of client trades or approx. EUR 10 billion, down to approx EUR 1.5 billion. - Integrated legacy Structured Products portfolios from Rabobank's HK branch and Group Treasury into one single portfolio and work stream.
Lead a team of three structured products traders, covering European and US Equities and Indices. - Lead in the successful development and promotion of the Flow business model. - Priced and hedged a broad range of single underlying structured products. Products covered include Vanilla, (Double-) Barriers, Cliquets, (Spot-) Callables, Synthetic Convertibles. - Actively involved in the design and implementation of automation processes for market parameters (volatilities, forwards, static data), sales pricers, booking processes, risk reports and life cycle diaries. - Worked closely with Sales, Structuring, Feng and Compliance. - Designed the secondary market application for the group’s OTC- and MTN transactions. - Liquidity Provider for exchange traded products on Euronext and SWX. - Trained and managed several junior traders.
Managed various portfolios of Single Underlying Structured Products on European Equities and Indices, with products sold mainly into the Private Banking and Institutional networks.