Desigan Reddy

* Duties: * Support quarterly client and mandate reporting activities. * Undertake projects to enhance risk management methodologies and to add value to OMFIN's ALM offerings. * Model new and existing trades and instruments in Excel and Riskwatch (Risk system). * Analysis of interest rate dynamics and any other dynamics underlying OMFIN's ALM offering. * Devise and simulate trading portfolio optimization strategies.

* Duties: * Mainatin ing and updating procedure documents on Potential Future Exposure (PFE) calculations. * Investigate PFE exception breaches. * Producing various reports on PFE utilization and trends. * Interacting with the trading desks and various other stakeholders on the PFE calculation of various structures deals.

* Duties: * Produce numerous reports relating to the VaR utilization and risk limit exposures (stress and scenario risk limit exposures) of the different trading desk's within Nedbank Capital. * Worked on building and maintaining various models to evaluate different financial instruments (FRN's, Fixed Rate Bonds, FRA's, Swaps, etc...) * Involved in validating, monitoring and updating various illiquid single name credit default swap spreads. * Assist in monitoring the bank's liquidity position. * Produce various month end and quarterly reports on the performance of the trading desks ( as well as other ad hoc reporting).

* Duties: * Trade execution on behalf of Portfolio Managers. * Identify potential trade opportunities in the market. * Enhancing trading related processes and systems. * Provide input for investment presentations and decisions.