OTC Derivatives Portfolio Analyst
Salary £35000 - £45000 per annum
Consultant James Allan
Date posted 22 September 2016
A leading global asset manager, has an exciting position within their London Portfolio Management team, as an OTC Derivatives Portfolio analyst. It will be an fantastic opportunity to grow your experience within a top tier organisation with the ability to liaise with multiple departments.
Key responsibilities of the OTC derivatives Portfolio Analyst role include:
- Daily Valuation of the OTC Positions. Maintenance of valuation models, Daily position and Market Value Reconciliations
- Collateral Management. Understanding of ISDA & GMRA required, Trade confirmation and ISDA Documentation
- OTC Lifecycle Event processing and related settlements
- Verification Fund Valuations. NAV Reconciliations, Performance calculation and query resolution
- Investigating and resolving queries from Counterparties, Clients, Performance Analysts Reconcilers and Portfolio Managers
- Cash Forecasting. Monitoring Subscriptions and Redemptions
- OTC Trade processing including trade confirmation, processing resets, unwinds, and settlements
- Query investigation and resolution
- Adherence to regulatory requirements on OTC derivatives
The ideal candidate will have experience with OTC Derivatives in a fund administration/ performance analysis/fund valuations background.
If you feel you have the relevant skills for the OTC Derivatives Portfolio Analyst role, please apply directly.