Rates Exotics Middle Office Specialist recruitment

The products range from the vanilla (interest rate swaps, swaptions etc) to the highly complex variety (YCSO’s, callable ribs, knock in / out swaps etc) and have significant operational risk.  Strong analytical thinking coupled with strong IT skills is required to follow the composition of PL and risk, as well as ensure its completeness and accuracy. Responsibilities: –   To produce and explain daily PL / Risk but also ensure its accuracy. The successful applicant should have a good understanding of the greeks and be able to explain their movements.To understand the cashflows associated with Read more […]

May 21, 2012 • Tags: , , • Posted in: Financial • Comments Off on Rates Exotics Middle Office Specialist recruitment