About this role

Ensures accuracy of market data used for daily valuations
Measures and balances P/L, positions and risk (Market Risk, Counterparty Risk, etc.) daily, researching and explaining variances
Prepares and distributes daily positions/risk and P/L summary
Prepares Financial Accounting Standards (FAS) 157 and associated Credit Value Adjustment analysis
Performs weekly IPV analysis, researching and explaining exceptions
Prepares and distributes client mark to market (MTM) statements
Performs daily margin call process for bilateral and cleared trades
Supports testing and build-out of analytics changes that affect interest rate and commodity derivatives; requires in-depth understanding of valuation methodology as carried out within derivatives application OpenLink
Supports testing and development of new functionality that affects Derivatives Middle Office processes

Bachelor's degree in Finance, Accounting, Economics or a related field
Three (3) years work experience in banking, finance, risk management, capital markets, accounting, systems development, or interest rate derivatives
Experience with commodities derivatives
Experience with collateral management processes
Familiarity with Bloomberg and Reuters functionality

Capital Markets Derivatives Operations Analyst – Back Office Operations

Key skills