Rates Middle Office Risk recruitment
Key Responsibilities:
Review and analysis of the Rates PnL to ensure the Middle Office produced PnL meets all quality requirements.
Produce the daily monthly PnL commentary across Rates, including analysis of market moves, understanding of existing risk positions and new trade PnL.
Face off to traders and other finance teams as the first point of contact for PnL Commentary explanation of attribution.
Performance of daily PnL and Balance Sheet checks.
Play a key role in the streamlining and automation of the daily and monthly PnL reporting packs.
Requirements:
Strong/technical education
A good understanding/experience of the calculation of interest rate PnL with a particular emphasis on the Greeks.
Understand the market drivers and be able to tie them to PnL moves.
Practical experience within Product Control or Middle Office.