Thinking of a Career in Emergency Management?
- BY Nicole Pelette
Duties and Accountabilities:
• Run a series of system programs to measure fair value, market risk, currency, and counterparty exposure and P&Ls.
• Analyze and validate the result based on the portfolio positions and market movement.
• Resolve discrepancies and anomalies of the result.
• Publish reports to clients.
• Provide ad-hoc analysis and reporting to clients using analytical tools and programming languages.
• Implement productivity enhancing utilities and applications.
• Trade processing tasks including trade capture and document processing.
• Prepare and maintain documentation of individual and group work.
To monitor, check quality of the data, investigate anomalies and react on various processes for report generation.
Specific processes currently identified are:
• Market data download/upload processes, for various market data.
• Paydown and cashflow schedule updates for MBS and other ABS.
• Trade capture of futures and options transactions (from Bloomberg to Summit)
• Futures/Options prices download from Bloomberg and upload into Summit.
• Capturing the cash balance at the State Street in Summit.
• Monitoring the download processes for RiskMetrics data and Barclay's benchmark information.
• Bond prices download from State Street and upload into Summit.
• Cash reconciliation between Summit and State Street.
• Update trade strategies and other deal information in the internal systems.
• Knowledge of fixed income mathematics, derivatives and information technology.
• Strong analytical skills.
• High degree of motivation to enhance productivity and efficiency using computer system.
• Careful attention to details and reliability of the output.
• Ability to work under pressure.
• Self-motivated and able to work in a diverse global team.
• Excellent communication skills to explain the logic behind the analysis.
• Commitment to the daily production of error-free reports.
• College degree in Finance or Mathematics and/or experience in fixed-income analysis will be preferred.
• Knowledge of Bloomberg, Reuters, Summit (Misys) will be a strong advantage.
• Proficiency VBA, C++, Oracle (or other RDBMS), SQL, MS Access and Excel in order to maintain and improve existing reporting applications will be a big plus.