Middle Office FX / Rates Analyst
The FX/Rates Analyst supports and assists the FX and Global Rates desks on Risk and P and works with Technology and other teams globally on Front Office projects and process improvements.
He/she also implements processes to maximize efficiency of operations, and improve control and infrastructure.
Candidates are sought with a strong academic background with a strong Interest Rate Derivatives experience.
You must be analytical with strong verbal and written communication skill , highly motivated and be able to react easily to change.
Knowledge of PL and risk reporting and analysis is essential, as is the ability to build new and enhance existing PL/risk reports.
Proficiency in advanced Microsoft Excel with VBA is required whilst knowledge of Calypso would be an advantage.
Responsibilities:
Maintain and update daily market quotes in bank systems.
Ensure integrity of Market Data.
Provide the Front Office with accurate and consistent daily Risk and FX exposure reflecting positions.
Ensure Risk profile/predict accuracy and consistency with daily trading activity, resets and daily market shifts for all Greeks.
Generate daily PL and explain using greek predicts and reconcile PL with product control department.
Work closely with traders, technology and quants departments to ensure that all curve and valuation models are tested and correctly implemented.
Liaise with Technology to resolve technical issues with overnight and intraday reporting runs.
Process the exchange traded deals and verify OTC trades liaising with all stakes holders.
Manage and complete the trading desks adhoc PL and Risk queries.
Requirements:
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