Andrej Kostre

Interest Rate Derivatives

Portfolio Management

- Executed Primary Trades (Callable Notes, Schuldschein, NSV, TARN Notes, Curve Steepener, Credit Skew); Clique Option auctions (clips with notional up to 500mEUR) - Executed Secondary Trades (Index trades, Protected Funds, Enhanced Collars, Gap Puts, Buybacks); serving as an intermediary between Structuring, Trading and client; Credit line & KYC check - Back testing of Structured Products Strategies (Structured Notes, Call Option Payoffs with Caps/Floors, Single Premium Notes, Repack Notes)

- Prepared Credit Research Informs for Institutional Clients(Daily, EU Banks, Rich-Cheap, Primary Watch) - Monitored corporate bond primary issues coming to the European Bond Market (NIM4) - Valued Corporate Bonds using internal models in Matlab as a function of bond’s duration - Researched about High Yield Loans/Bonds issuance and its behavior in the secondary market - Worked with the Bloomberg Terminal gathering Economic and Macro data for Fixed Income Research

- Gathered information related to investment funds and financial instruments using Bloomberg - Reviewed operations of derivative instruments and coordination of their execution with Brokers - Created reports about portfolio returns and presentations for investors

The MSc in Finance is a one year full-time official programme of the highest quality (among the top 33 Masters in Finance ranked by the Financial Times).