About the role
- Responsible for successfully carrying out the production and manage the respective domains across Regulatory MTM certification and Variation Margin disputes management.
Regulatory MTM certification and Variation Margin disputes management.
- Daily regulatory MTM certification of OTC non collateralized trades to different Regulators(Dodd Franck Act, EMIR, HKMA, ASIC etc).
- Explain and justify the daily MTM movements based on trade and market events.
- Validate MtMs using different internal pricing engines, analysis and confirmation of MtM on any disputes with counterparty .
- Work closely with the FO/ MO and Operations Teams and provide them accurate MTM.
- Preparation of other reports for internal counterparts, authorities, etc
- Perform through analysis to find the cause for MTM disputes with client.
Projects
- Be an essential element and referent for all the partners for most project assigned by your manager
- Implement a better quality of collateral certification & analysis
- Optimize process
- New products and participation in transversal projects, as and when requested by management.
Product Coverage : Equity derivatives, IRS,CDS,FX forwards, Options (vanilla and exotic),Commodities, Structured products
Regional Coverage : Asia-Pacific /Paris/New York