Ekaterina Gordyukhina
London
Overview
11
11
years of professional experience
Work history
Vice President - Interest Rate Options Desk
Bank of America
London
09.2019 - Current
- Pricing, execution and hedging of swaptions, cap/floors and bond options in EUR and GBP OTC markets
- Building new pricing, risk and market monitoring tools
- Supporting the desk’s risk manager as the primary back up to manage vega, gamma and other risk exposures
- Responsible for daily tasks paramount to smooth desk functioning such as option expires, EOD risk/pnl checks, risk monitoring/hedging, trade bookings and communication with other teams regarding these functions
- Developing and distributing macro, RV and flow driven trade ideas in EUR and GBP rates space to Sales and ultimately clients
- Managing and mentoring new Trading Analysts, training them on product knowledge, option theory and career development
Summer Analyst
Bank of America
London
06.2017 - 09.2017
- Rotated on Interest Rate Options and EM Credit Trading desks allowing me to gain valuable experience in various asset classes
- Worked on various projects including analysing of the best hedging strategies for the short position in 1m10y GBP swaption and conducting credit analysis on counterparties to help the desk to better understand the risks and advantages associated with upcoming deals
Summer Analyst
Goldman Sachs
London
06.2016 - 09.2016
Spring Intern
Goldman Sachs
London
04.2015 - 04.2015
Education
Master of Philosophy - Economics
University of Oxford
Oxford09.2019
Bachelor of Science - Economics
University of Warwick
Coventry06.2017
A-Levels -
Hurtwood House School
Dorking06.2014
Skills
- Languages: Russian (Native speaker), English (Fluent)
- IT: Proficient in Microsoft Office, including Excel, VBA; Bloomberg; Intermediate Python; StataSE
- Interests: Chess, Show-Jumping, Classic Literature, History and Korean Dramas
Extra-Curricular Activities
- Warwick Economics Summit 2016, Talk Team: responsible for securing a variety of high-profile speakers for the Summit and conducting various seminars addressing current economic and financial issues
- Captain of the Moscow Chess Team in the Russian Championship 2006, achieving runner-up position
Timeline
Vice President - Interest Rate Options Desk
Bank of America
09.2019 - Current
Summer Analyst
Bank of America
06.2017 - 09.2017
Summer Analyst
Goldman Sachs
06.2016 - 09.2016
Spring Intern
Goldman Sachs
04.2015 - 04.2015
Master of Philosophy - Economics
University of Oxford
Bachelor of Science - Economics
University of Warwick
A-Levels -
Hurtwood House School