обновлено 16 часов назад
Funding And Collateral Analyst Or Associate (Fintech)
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Fund And Collateral Analyst Or Associate (Finance): Optimis fund, liquidity, and collateral across complex derivatives portfolios with an accent on Derivative Fund Frameworks and XVA adjustments. Focus on identify optimisation opportunities, improv balance sheet efficiency, and develop fund management tools.
Location: Hybrid (London, UK) — minimum 2.5 days per week in the office
Company
Global bank group provid wholesale bank and financial market services.
What you will do
- Manage and develop the Derivative Fund Framework.
- Price and analyse Fund XVA adjustments for derivative portfolios.
- Perform collateral and liquidity analysis to identify optimisation opportunities.
- Produce management report and deliver insights on key fund and collateral metrics.
- Analyse and substantiate P&L performance across fund and liquidity activities.
- Develop controls, tools, and methodologies to enhance management processes.
Requirements
- Bachelor's or Master's degree in a quantitative discipline.
- Advanced Excel modell capabilities and experience us VBA.
- Knowledge of financial markets products (interest rate, FX, and credit derivatives).
- Understand of counterparty credit risk and valuation adjustment (XVA) concepts.
- Must be based in or be able to work in London, UK
Culture & Benefits
- Comprehensive health cover includ private medical, dental, vision, and GP appointments.
- Generous pension scheme, life assurance, and income protection.
- Hybrid work with flexibility to work remotely for up to 30 days abroad per year.
- Generous annual leave with the option to purchase additional days.
- Wellbe and family support, includ Employee Assistance Programme and enhanced family leave.
- On-site gym, staff restaurant, and barista coffee facilities.
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