OTC Derivative Analyst - London

OTC DERIVATIVE ANALYST - TOP TIER INVESTMENT BANK - LONDON (CITY) - ASAP

My client, a top tier investment bank, are looking for an OTC Derivative Analyst to join their team immediately, initially on a 6 Month Contract.

Rate: £250-300 per day

LENGTH: 6 MONTHS INITIALLY

START DATE: ASAP

Location: London

KEY RESPONSIBILITIES

* Reviewing and resolving language discrepancies raised by clients on equity confirmations issued under ISDA using 2002 & 2006 Definitions and 2006 Fund Definitions
* Product range to include: structured single stock/index swaps, exotic share/index basket options & swaps, structured options and structured equity swaps linked to a note, bespoke equity transactions.
* Negotiation of bespoke ISDA provisions, in line with the bank's internal policy and ISDA Definitions
* Negotiation of bespoke Master Confirmation Agreements
* Extensive exposure to traders, marketers, inter-office, legal counsel and clients to ensure coordination and clear communication internally and with our clients.
* Resolving all structured documentation related queries in timely manners to ensure that FED and regulatory targets are achieved
* Drafting of pre-trading structured equity transactions

ESSENTIAL SKILLS/EXPERIENCE

Prior experience in a Structured Equity Derivatives ISDA language negotiation and drafting role.
Demonstrate strong working knowledge of ISDA terms and their application
Proven experience of working to FED targets in terms of drafting and execution of confirms.
Proven experience in liaising with both traders, marketers and clients to resolve issues whilst ensuring client service is maintained and risks actively managed.

IT IS IMPERATIVE THAT THE CANDIDATE WILL HAVE PROVEN EXPERIENCE IN EQUITY DOCUMENTATION AND 2002 ISDA EQUITY DERIVATIVE DEFINITIONS - THERE NEEDS OT BE EVIDENCE THAT THE CANDIDATE IS USING THEM AS OPPOSED TO JUST BEING KNOWLEDGEABLE OF THE DEFINITIONS!

CANDIDATES NEED TO HAVE EXPERIENCE IN DOCUMENTATION WITHIN EQUITY!

Looking forward to hearing from you,