Rohan Amliwala

Extensive knowledge in exotic fixed income products with a scientific background. Currently searching for a challenging role in a collaborative environment within the financial industry particularly within the ETF or asset management sectors.

BNP Paribas CIB Marylebone, London

MANAGER EXOTiC RATES P&L TEAM ‑ VP July 2023 ‑ Present

• Leading the team on workload for multiple desks whilst meeting day‑to‑day production delivery deadlines. Interacting with front office stakeholders with aims to improving the delivery system and data flow long term.
• Responsible for on boarding and training new hires with correct processes whilst maintaining a motivated and positive team atmosphere for all 7 employees.
• Became a contact for all complex Exotic Rates booking queries globally. This involved various projects such as maintaining a database on Day

1 P&L and testing newer booking systems.

• Participating in higher level management meetings covering global product control and offering personal insight. Suggesting improvements to reporting using feedback gained from stakeholders.

BNP Paribas CIB Marylebone, London

SENiOR EXOTiC RATES P&L CONTROLLER ‑ ASSOCiATE Jan 2019 ‑ July 2023

• Responsible for EOM process for all of Europe, involves liaising with risk managers and traders to settle reserve levels and model corrections.
• Running a forecast P&L and producing the official P&L for multiple trading desks dealing with XCCY swaps, bonds and inflation products. Require a deep understanding of pricing of financial instruments and the economics that drive each one.
• Managing the bank wide counterparty exposure via default claims and structuring resulting deals.
• Helping to restructure exotic trades whilst monitoring cash balances and resulting FX impacts. Any discrepancies will require investigation and solutions by EOD.
• Producing daily P&L explain reports, providing an attribution breakdown by curve effect validated against a risk based P&L explain at curve and spread level. Executing a case by case analysis of multiple portfolios under the time pressure of releasing the P&L daily.
• Working closely with middle and front office teams to troubleshoot discrepancies whilst adhering to proper P&L practices within the bank.
• Improving bank processes and data pipelines and migrating data across internal systems.
• Developing new tools using primarily VBA to further the accuracy and depth of forecasting reports.

State Street Global Advisors Canary Wharf, London

ETF SALES STRATEGY INTERN July 2017 ‑ Sept 2017

• Generating competitor analysis on Smart Beta and ESG ETFs using methodologies and feedback from the Sales team.
• Providing market foresight to SPDR EMEA and improving how flow data was processed. Used back testing to validated potential future products under the SPDR offering.
• Researching and presenting findings on ’Combating Fee Compression in ETFs’ to a panel of Executive VPs based in the Boston HQ.
• Building multiple VBA tools using Bloomberg api. These provided a breakdown of funds and benchmark indices to create comparative studies more efficiently.

University of Warwick Coventry

MASTERS iN MATHS AND PHYSiCS, 2:1 Sept 2014 ‑ Aug 2018

• Masters Project on Flexural Ultrasonic Transducers

Adaptation of ultrasonic sensor technology to measure gas flow within industrial pipes. The goal of the project was to provide a cheaper,

more portable industrial flow meter. This involved researching, implementing and analysing data from sensors located in a high pressure environment. Two different designs were built and tested using fluid dynamics and material science calculations. The project’s findings were presented in a scientific publication.

A-levels:

• A* Maths 
• A* Further Maths
• A Physics
• A Chemistry