Derivative Portfolio Optimization Analyst
Royal Bank of Scotland Group - Stamford, CT

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The Rates Middle Office provides support to the CAD, USD and LatAm Rates and Credit trading desks. Specifically, the Portfolio Optimization team is a key control function that assists the business in reducing balance sheet/RWA, and participating in industry-wide activities, such as Clearinghouse Default Management drills and Tri Reduce compressions. The team looks after clearing activities, and planning/testing for Dodd Frank initiatives. The team interacts and coordinates with all downstream support functions globally.

Requirements

• Bachelor's degree required

• 0-3 years of industry experience

• Knowledge of Rates/Credit derivative products.

• Knowledge of derivative clearing (LCH, CME, FCM / SCM Models)

• Familiar with electronic affirmation platforms (MarkitWire, Bloomberg VCON/BETS)

• Familiar with Dodd-Frank, SOX and industry-wide compliance regulations

• Experience with trade capture systems and other middle office applications

• Expertise in MS Office including Word, Excel, and Powerpoint. Access a plus.

• Excellent communication and organizational skills (verbal/written)

Responsibilities

• Support manual processes associated with Dodd-Frank initiatives.

• Actively monitor and assist in clearing of derivative transactions to DCOs (LCH, CME) through various affirmation platforms.

• Analyze impacts and process trade novation requests, with direction from business.

• Build and maintain strong collaborative relationships with other regional and global support peers.

• Adhere to the escalation profile as outlined for the function. Use sound judgment and escalate any incidence that does not fit on the escalation matrix.

• Be aware of changes in market trends, legislation and firm policies. Work with group manager on implementing any required changes

An Equal Opportunity Employer

It is the policy of The Royal Bank of Scotland, PLC and its subsidiaries to provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to race, color, ethnicity, religion, gender, pregnancy/childbirth, age, national origin, sexual orientation, gender identity or expression, disability or perceived disability, genetic information, citizenship, veteran or military status, marital or domestic partner status, or any other factor protected by federal, state and/or local laws.

“Employer immigration sponsorship not available for this role.”
Job Description

The Rates Middle Office provides support to the CAD, USD and LatAm Rates and Credit trading desks. Specifically, the Portfolio Optimization team is a key control function that assists the business in reducing balance sheet/RWA, and participating in industry-wide activities, such as Clearinghouse Default Management drills and Tri Reduce compressions. The team looks after clearing activities, and planning/testing for Dodd Frank initiatives. The team interacts and coordinates with all downstream support functions globally.

Requirements

• Bachelor's degree required

• 0-3 years of industry experience

• Knowledge of Rates/Credit derivative products.

• Knowledge of derivative clearing (LCH, CME, FCM / SCM Models)

• Familiar with electronic affirmation platforms (MarkitWire, Bloomberg VCON/BETS)

• Familiar with Dodd-Frank, SOX and industry-wide compliance regulations

• Experience with trade capture systems and other middle office applications

• Expertise in MS Office including Word, Excel, and Powerpoint. Access a plus.

• Excellent communication and organizational skills (verbal/written)

Responsibilities

• Support manual processes associated with Dodd-Frank initiatives.

• Actively monitor and assist in clearing of derivative transactions to DCOs (LCH, CME) through various affirmation platforms.

• Analyze impacts and process trade novation requests, with direction from business.

• Build and maintain strong collaborative relationships with other regional and global support peers.

• Adhere to the escalation profile as outlined for the function. Use sound judgment and escalate any incidence that does not fit on the escalation matrix.

• Be aware of changes in market trends, legislation and firm policies. Work with group manager on implementing any required changes

An Equal Opportunity Employer

It is the policy of The Royal Bank of Scotland, PLC and its subsidiaries to provide equal employment and advancement opportunities to all colleagues and applicants for employment without regard to race, color, ethnicity, religion, gender, pregnancy/childbirth, age, national origin, sexual orientation, gender identity or expression, disability or perceived disability, genetic information, citizenship, veteran or military status, marital or domestic partner status, or any other factor protected by federal, state and/or local laws.

“Employer immigration sponsorship not available for this role.”

Royal Bank of Scotland Group - 9 months ago - save job - block
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