Daily responsibilities include prepare risk for Interest Rate and Credit Derivatives Traders,
Monitor risk versus established limit reports
Produce daily P&L Explanation report using prior day’s risk numbers and issue.
Perform daily, weekly and monthly price and spread reviews.
Complete new trade analysis, reserve calculations, trade capture, settlements and
Skills / Qualifications:
3-5 years of Derivatives knowledge
Understanding of risk related to derivatives and how to calculate P&L explanatory.
Understanding of derivatives market and impacts upon risk/P&L.
Be able to work on time constraints and pressure situations.
Be able to work independently
Excellent excel skills