eFinancialCareers

• Company

  Anson Mccade

• Location

  UK-London

• Compensation

  Very Attractive

• Position Type

  Permanent

• Employment type

  Full time

• Updated

  23 Nov 2009

• eFC Ref no

  510181

The ideal candidate will be expected to understand the business with an emphasis on derivative products and risk drivers.  Good knowledge and understanding of financial markets are essential.  Candidates with Middle office or product control experience from other classes will be considered.

The Fixed Income/Rates/Commodities Exotics Middle Office function sits between front office and the various other support teams. The team acts as a main point of contact for the many issues that affect the bank in respect to exotics.

Key responsibilities will include

• Trade Life Cycle Management
• Production of risk based P&L and explanation for the Front Office.
• Investigation and resolution of unexplained P&L
• Daily production of trading positions to Front Office
• Analysis of any large or unexpected moves in the risk position
• Trade-event ‘Scenario Analysis’
• Process Improvement

The ideal candidate will be degree qualified in a quantitative discipline and have banking experience of working with derivative products within a control function. Candidate should have excellent knowledge of risk metrics (delta/vega/kappa) and be extremely IT literate, particularly in MS excel.

For further information please contact Daniel Morrison on 020 7780 6700 / 020 7025 0420, or alternatively via e-mail Daniel.Morrison@AnsonMcCade.Com