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Senior Derivatives / Technical Reporting Analyst

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Salary Competitive
Type Permanent
Location City of London
Sector Operations
Job Reference T5/MXB/26665
Contact Mark Barnett
Date posted 03-08-2017

Our client an Asset Management company is looking to recruit a Senior Derivatives / Technical Reporting Analyst to join their team. The main purpose of the role is to analyse and understand the business requirements / mechanics for new derivative instruments and products, including valuation and reporting within the Derivatives Analytics System (DAS) and the wider Investment Support team.

Key Responsibilities:

• Assist in the production of LDI end client reporting at month and quarter ends
• Responsible for the maintenance and integrity of Derivatives data
• Mechanics / characteristics of the instrument or product
• Analysis of derivatives portfolios including shock and scenario analysis for Dutch Regulatory Reporting purposes
• Enhancement and upgrade of Derivatives Analytics System
• Maintaining relationships with key stakeholders
• Understand and adhere to Derivative related regulatory / market requirements
• Business requirements for new derivatives

Key Skills:

• Strong derivatives and fixed income knowledge, particularly in the context of LDI
• Excellent numerical ability
• Experience with BVAL an advantage
• VBA programming experience an advantage

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Contact Mark about this job

Vice President, Manager