What will you do?

As Derivatives Analyst you'll be responsible for:

• Pricing of OTC derivatives instruments and integration in portfolio valuation
• Reporting on all OTC positions, with client specific pricing data
• Reconciliation, matching and confirmation of OTC derivative trades with counterparties
• Running controls for OTC greeks and stress testing
• Reviewing EMIR Refit controls and clearing obligations
• Providing of oversight of collateral activity including follow-up with counterparties
• Monitoring and reporting of residual exposures and counterparties limits and risk
• Liaising with Front office and all support teams (e.g. Technology, Risk, external stakeholders)
• Contributing to internal projects (regulatory, operational efficiency and risk, new businesses)

What do we expect?

Your profile

• Degree in Business/Finance or related field or proven experience in similar position
• At least 5 years of work experience in Asset Management industry or Investment Banking in areas such as OTC Derivatives pricing & greeks as well as Collateral management
• Fluent English both oral and written

Knowledge and skills

• Good understanding of Front to Back processes for OTC derivatives
• Knowledge of OTC derivative pricing
• Familiarity with and working knowledge of OTC greeks
• Strong Excel skills (VBA knowledge is a plus)

Competencies

• Good attention to detail
• Client focus
• Excellent communication and presentation skills
• Good organizational skills with the ability to set priorities and manage deadlines
• Flexible approach and proactive attitude
• Ability to work in a multicultural, fast-paced environment