Trading Risk and Control Associate
Core
Support interest rate derivative trading operations by performing daily valuations, marking curves, and analyzing portfolio risk for major currencies.
Role type
Associate, trading risk and control
Builds
Daily MTM, greeks, PnL attribution, and monthly valuation analysis for interest rate derivatives
Domain
Financial services, Capital Markets, Fixed Income
Required skills
Fixed income trading knowledge, derivatives valuation, greeks calculation, mark-to-market, PnL attribution, Python, Excel VBA
Preferred skills
Financial engineering background, quantitative analysis
Responsibilities
Mark curves for daily MTM calculation, perform daily valuation of CM derivatives portfolio, undertake monthly valuation analysis, investigate and resolve trade discrepancies, enhance existing working processes
Seniority
Associate, entry-level to mid-level IC