Senior Derivatives Oversight Analyst

  • Negotiable
  • Londres, Angleterre, Royaume-Uni
  • CDI, Plein-temps
  • Randstad Financial & Professional
  • 30 août 17

An exciting new opportunity at a leading asset manager in the city of London.

An opportunity has arisen for a Senior Derivatives Oversight Analyst to join our client, an established Investment Management firm based in London City.

Responsibilities of the role will include:

*Responsible for ensuring that the oversight of all Derivative related transactions are accurately supported by the third party administrator in the processing, control, collateral and pricing oversight functions
*Resolution and co-ordination of any escalation issues
*Manage internal and external relationships
-Liaise closely with Fund Manager and Dealer to define any additional needs and improvements in the procedures for Derivatives
-Be the first point of contact for Accounting, Client Services, Reporting & Analysis and Middle Office / Investment Operations and Legal
*Regular review of processes and updating of procedures
*Assist in the on-boarding of Derivatives in existing and new portfolios.
*Participation in projects
*Assisting in the collation and formulation of data for KPI and MI reporting


The ideal candidate will possess the following attributes/skills:

*Working knowledge of yield curves, discounting cash flows and liability matching
*Knowledge of key risk parameters: PV01, INF01, Duration, Delta, Vega, Theta, Rho
*Demonstrate understanding of derivative pricing methodology, including awareness of pricing models: Binomial, Black-Scholes and Monte Carlo Simulation
*Proficient knowledge of the macro-economic factors impacting derivative valuations with specific focus on Inflation, Interest rates and volatility.
*Grasp of Asset Liability Management for Defined Contribution and Benefit Pension Scheme, with particular focus on Liability Driven Investment strategy
* Excellent numerical ability
* Excellent problem solving ability
* Sound VBA programming experience

Instruments covered:
Interest rate Swaps / Inflation Swaps / Swaptions / Total Return Swaps (Commodity / Fixed Income / Volatility / Equity and Property) / Options / Credit Default Swaps / Contract for Difference and Portfolio Swap / Repo / Forwards

If you possess these skills and are looking for a new and exciting opportunity, please apply via the email provided.

Randstad Financial & Professional encourage applications from individuals of all ages & backgrounds. Appointment will be made on merit alone but candidates must be able to demonstrate their ability to work in the UK. Randstad Financial & Professional acts as an employment agency for permanent recruitment & an employment business for temporary recruitment as defined by the Conduct of Employment Agencies & Employment Business Regulations 2003