Exotic Rates Bookrunner recruitment
Key Responsibilities:• To generate an independent set of Risk and PnL outputs for a given set of Rates Exotics/Hybrids books. These will include products such as Interest Rate Swaptions, CMS Spread Options, Caps and Floors, Digitals, Range Swaps, FX Options, Basket Options, Rainbow Options and other complex Hybrid/Multi Asset Exotics derivatives.• A complete review of all new deals will be conducted daily, to ensure that all regulatory and compliance issues are considered. Generation at end of each day, of a full Greek Risk analysis of the portfolio at large. Due diligence checks are performed Read more […]
April 11, 2011
• Tags: Accounting & Finance careers in the UK, Exotic Rates Bookrunner recruitment • Posted in: Financial • Comments Off on Exotic Rates Bookrunner recruitment