Rates Middle Office Analyst

Job Code:
1205942

Skill Category:
Operations

Location:
Americas

Client Job Ref:
Job Type:
Permanent

Post Start Date:
15 Oct 2021

Post End Date:
Job Summary:
Role description:
Trading support role within the Rates Derivatives Middle Office, covering the swaps and options trading desks

Daily trade capture and verification of all trades including: swaptions, bermudans, caps/floors, bond futures, interest rate futures, options on futures, bond options, swaps, forward rate agreements and cash bonds

Production and validation of risk and P&L

Dealing with queries and ad-hoc requests from front office, risk, compliance, finance and operations

Control of trade workflow including ownership of inter-system reconciliations

Responsibility for monitoring regulatory compliance; counterparty risk, CSA agreements, MandatoryClearing, SEF/MAT exceptions

Assist the Options desk in managing daily swaption, CBOT, and CME option expiry risk

End of day official market production building and maintaining NGFP-NY market

Coordinate with quant and technology teams in recommending, testing, and implementing enhancements to our trading platforms and internal reconciliations / controls

Key contribution areas critical to success:
High level of client service provided to both internal and external stakeholders

Ability to manage multiple issues and effectively prioritize workload

Eager to learn and wants to working in a fast paced environment

Skills, experience, qualifications and knowledge required:
Bachelor’s Degree (preferably Mathematics, Finance or any related field)

High level of proficiency with Excel

Experience in writing Macros in Excel

Understanding and interest in the finance industry

Great communication skills you will be interacting with different levels within the business and support all assets of the business.

Experience in a trade support / middle office role within Rates Derivatives

Prior management experience preferred

Understanding of vanilla interest rate products including interest rate swaps, forward rate agreements, basis swaps, swaptions, futures and bonds.

Familiarity in dealing with risk and P&L including knowledge of main greeks

Knowledge of CFTC regulation and other parochial regulations ideal and its impact on the OTC Rates Derivatives market

Understanding of operational risk and mitigating controls

Nomura is an Equal Opportunity Employer

Apply Now
To help us track our recruitment effort, please indicate your email/cover letter where (vacanciesingreece.com) you saw this job posting.

Leave a Comment

Your email address will not be published. Required fields are marked *