My banking client is looking for a Trading Analyst to support the IBOR program for clients' strategy and impacts computation.
- Analyse new requests from clients for CSA transition or Products fallbacks/switch, compute the different impacts on discounting/optionality, taking into account the complexity of the CSAs
- Understand the overall exposure
- Coordinate with the wider IBOR program
- Relevant Fixed Income product knowledge including Interest Rate Swaps, Vanilla Options, Cross Currency Swaps, FRNs, Structured Notes and Swaptions
- Knowledge on Fixed Income derivatives pricing and hedging, and CSA pricing
- Experience working in a Front Office Trading/Sales Support environment
- SQL and programming experience
Eames Consulting is acting as an Employment Business in relation to this vacancy.