Team Lead

CEM is a trading desk which prices and hedges counterparty and funding risks on firm-wide derivatives portfolio. The team uses Crémant and calculates pricing metrics including CVA, funding and capital, then distributes the risks on the position into liquid markets by trading a wide variety of sophisticated derivative instruments. 

Markets and International Banking (MIB) is the investment banking arm of the Group, offering a broad range of services enabling major corporations and institutions to achieve their global financing, transaction services and risk management objectives. MIB meets clients needs by bringing together capabilities including debt capital markets, international transaction services, FX and rates, as well as providing balance sheet advisory and structuring. Solutions are developed and delivered by committed experts with deep client and sector knowledge.

Crémant is a strategic risk-neutral derivative pricing platform which calculates portfolio risk measures for Funding, CVA, and Capital. It's used by all OTC derivative font office sales teams to determine the profitability of new trades after adjusting for CVA, FVA and RWA. And it produces daily position and risk sensitivities which enable the CEM traders to hedge the bank’s exposure to counterparty credit quality, counterparty defaults, and funding liquidity.

As Team Lead you'll be a talented individual, capable of taking ownership of a work-stream. You will manage developers, liaise with business users and other teams and manage end-to-end delivery. Working closely with the front office traders and sales teams you’ll have exposure to multiple OTC derivative asset classes including flow and exotic eates, FX, currency, equity, credit and commodity derivatives.

Bringing you’re previous Team Lead experience, you'll be a skilled Java or C# developer with strong SQL and exceptional communication skills. Ideally you will have a banking background in pricing or risk. Experience in Agile enterprise systems delivery and a mathematical background will be an advantage.

You’d also need:

Ideally you’ll have knowledge of:

In return, we offer an excellent employee salary and 25% cash and benefit funding programme which can be tailored to suit your individual needs. In addition to financial benefits, we offer a wide selection of exclusive lifestyle offers, development and learning programmes, services and support designed to help you manage and balance your own work-life priorities.

Please note if successful, credit checks will be undertaken as part of our final referencing process.

Did you know that RBS won a number of awards as a top employer in the UK in 2012? Best Business Awards 'Best Employer', Business In The Community Top 10 'Ethnic Equality’ ‘Gender’, Working Families 'Top 10 Employer', Workingmums.co.uk Top Employer 'Employee Engagement’, The Times Top 50 ‘Where Women Want to Work’, The Times Top 100 'Graduate Employers’, and The Sunday Times 100 ‘Best Companies to Work For’.

July 30, 2013 • Tags: , • Posted in: Financial

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