OTC Derivatives Analyst
Salary Competitive Salary Package
Location Sydney CBDFULL_TIME
Consultant Katie McPherson
Date posted 14 February 2019 2019-02-142019-03-07 financial-services Sydney CBD New South Wales Sydney CBD AU 2000 AUD 75000 85000 85000 YEAR Robert Walters https://www.robertwalters.com.au
The OTC Derivatives Analyst is responsible for ensuring clients OTC trades are captured and valued correctly.
- Trade Capture of Bilateral and Centrally Cleared OTC Derivatives in OTC System and Accounting system
- Trade Capture and calculation of OTC Life cycle events such as coupon payments, credit events and expirations
- Pricing, P&L oversight and Reconciliation of OTC Derivative
- Investigation and clearing of OTC related cash breaks between Accounting and Custody
- Accounting of collateral movements related to OTC Derivatives and reconciliation of Collateral balances
- Communication with internal and external clients on any issues with OTC Derivatives
- Address issues as they arise and track the issue to resolution
- Assist with the onboarding of new clients to OTC Independent Valuation Service
- Client reporting of OTC Derivatives and ensure control framework is maintained
- A degree in a relevant discipline (e.g. Finance, Statistics, Mathematics) or a related discipline
- Completion of, or currently studying towards, a relevant post graduate qualification highly regarded
- Minimum two years experience in financial services in an operations, trade support or middle office environment
- Broad understanding of OTC Derivatives trade capture and life cycle events
- Knowledge of accounting for OTC Derivatives with additional valuations knowledge highly regarded
- Strong Excel skills, with VBA knowledge and experience an advantage
A competitive salary package will be negotiated for the successful applicant.
To apply please click apply or call Katie McPherson on +61 2 82893172 for a confidential discussion.