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An opportunity has arisen for a Senior Derivatives Oversight Analyst to join our client, an established Investment Management firm based in London City.
Responsibilities of the role will include:
*Responsible for ensuring that the oversight of all Derivative related transactions are accurately supported by the third party administrator in the processing, control, collateral and pricing oversight functions *Resolution and co-ordination of any escalation issues *Manage internal and external relationships -Liaise closely with Fund Manager and Dealer to define any additional needs and improvements in the procedures for Derivatives -Be the first point of contact for Accounting, Client Services, Reporting & Analysis and Middle Office / Investment Operations and Legal *Regular review of processes and updating of procedures *Assist in the on-boarding of Derivatives in existing and new portfolios. *Participation in projects *Assisting in the collation and formulation of data for KPI and MI reporting
The ideal candidate will possess the following attributes/skills:
*Working knowledge of yield curves, discounting cash flows and liability matching *Knowledge of key risk parameters: PV01, INF01, Duration, Delta, Vega, Theta, Rho *Demonstrate understanding of derivative pricing methodology, including awareness of pricing models: Binomial, Black-Scholes and Monte Carlo Simulation *Proficient knowledge of the macro-economic factors impacting derivative valuations with specific focus on Inflation, Interest rates and volatility. *Grasp of Asset Liability Management for Defined Contribution and Benefit Pension Scheme, with particular focus on Liability Driven Investment strategy * Excellent numerical ability * Excellent problem solving ability * Sound VBA programming experience
Instruments covered: Interest rate Swaps / Inflation Swaps / Swaptions / Total Return Swaps (Commodity / Fixed Income / Volatility / Equity and Property) / Options / Credit Default Swaps / Contract for Difference and Portfolio Swap / Repo / Forwards
If you possess these skills and are looking for a new and exciting opportunity, please apply via the email provided.
Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003