| 工作说明 |
1) Rebalance institutional investors’ foreign exchange portfolios by performing derivative transactions (including Foreign Exchange Forward, Forward Rate Agreement, and Currency Swap) with Reuters Electronic Trading System. This work help clients hedge their risk exposure and add value to their portfolios.
2) Analyze and recommend appropriate foreign currency structured deposits for high-net-worth private investors. The underlying of our structured deposits include exchange rate, an index (for example, 6m US Libor, Dow-Jones index), or a commodity price (for example, oil, gold).
3) Calculate and evaluate the fair value and investment income of our FX derivatives and structured products using quantitative methods and tools. For example, I use GARCH model and Monte Carlo simulation.
4) Present an investment analysis report on foreign exchange market to the General Manager weekly. I collect data and information from Bloomberg, and use both fundamental and technical analysis approach to forecast market trends. |