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Derivatives Collateral Analyst - 1 YEAR Contract
Eingestellt von ISL (Incite Solutions Ltd)
Gesuchte Skills: Client
Projektbeschreibung
Key Responsibilities:
*Mitigate exposure risk through the daily collateral margin process
*To verify the total value of OTC trades in line with CSA agreement terms, in order to establish the total exposure to each counterpart for each client.
*Actively manage collateral call queues with counterparts and either formally agree or dispute these in line with CSA agreement timescales and the internal escalation procedure.
*Post cash and stock collateral movements to collateral management system (Colline) and internal systems, ensuring instructions are issued to the market in time to meet settlement deadlines.
*Management of settlement fails for both cash and stock collateral movements by communicating with counterparts to achieve settlement in a timely manner.
*Work with Investment Operations, Custodians and Counterparts to resolve cash and stock position breaks
*Agree monthly interest payments on cash positions with counterparts ensuring these are posted to Colline and settled on time.
*To identify day to day minor process changes and ensure these are recorded in the team procedures manual on an ongoing basis.
*To carry out periodic review of procedures manual.
*To undertake systems UAT testing to facilitate new routines and version upgrades.
*To undertake Collateral Management reporting (Exposure, Fails, etc)
Key Experience required:
*Experience of ISDA and CSA agreements including standard CSA terminology.
*Understanding of Swap and OTC instrument types (and Futures/Repo)
*Good understanding of key Back Office operational tasks (settlement, coupon collection, reconciliation)
Projektdetails
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Einsatzort:
City, Vereinigtes Königreich
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Projektbeginn:
asap
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Projektdauer:
12 months
- Vertragsart:
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Berufserfahrung:
Keine Angabe
Geforderte Qualifikationen
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Kategorie:
IT Entwicklung