vor 3 Tagen

Derivatives Analyst

LITASCO SA

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Derivatives Analyst


The Derivatives Analysts’ primary purpose is to provide control and support on derivatives trading and to monitor and reduce its Operational Risk.
This is a temporary assignment from 01.03.18 to 31.10 .18

Derivatives Analyst

Derivatives Analyst

The Derivatives Analysts’ primary purpose is to provide control and support on derivatives trading and to monitor and reduce its Operational Risk.
This is a temporary assignment from 01.03.18 to 31.10 .18

Job purpose:

·         Closing/Reconciliation of swaps and futures trades:

·         Running d aily twice a day Global COB Position reconciliation SAP ETRM data vs clearer`s data and follow up with desks/risk analysts for troubleshooting with ETRM support/clearer/Zema market data support.

·         Weekly Reconciliation of Global realised PL in SAP ETRM vs clearer`s data. 

·         Monthly reconciliation for global subsidiaries:

o    Realised PL

o    Unrealised Position

o    Direct deal invoicing check and reporting of accruals + check and share of  MTM of position with global subsidiaries

o    Brokerage accruals reporting on swaps

o    Cost deals entry and check for various paper fees

o    Check of Trading vs Accounting PL for realised contracts

 

·         Brokerage (invoicing/agreements/fees analysis):

·         Monthly swap invoices check from brokers (about 30 invoices per month) on a deal by deal level using available automation tools, parking and allocation and facilitation of approval with management for head office and certain subsidiaries and assure they are timely paid

·         Maintenance of Brokerage Agreements (for swaps) and give-up agreements for futures:

o    New agreements –approval procedure with management

o    Preparation and facilitation of various addendums / requesting permissions

o    Analysis for negotiating better/new terms

o    Collaboration with legal and compliance – wording, clauses, justifications

·          Brokerage fees analysis: traders’ support on analysis of any paper fees

·         ETRM master data support and maintenance

·         Mifid2 Daily Global Position limits monitoring

·         Swap deals validation (back up function) for the junior and senior Derivatives analysts

·         Adhoc projects such as future upload and futures reconciliation live tool, expiry limits monitoring live tool, new trading platforms analysis and authorisation,…

 

If you have:

·         University degree in in Economics or/and Mathematics or similar

·         Excellent knowledge of MS Excel, VBA and SQL programming

·         Knowledge of SAP ETRM system

·         Understanding the concept of hedging and paper contracts, clearing and ideally paper brokerage

·         Strong knowledge of the derivatives Oil Markets (terminologies, contracts, data, fundamentals)

·         Understanding of Trading and global markets.

·         Understand core requirements of Risk Management control.

·         Analytical thinking: approach problem solving systematically, anticipation of obstacles, make logical conclusions and see implications/consequences of solutions

·         Rigor / Attention to detail / Proactive attitude

·         Strong communication and interpersonal skills

·         Excellent written and oral English communication skills is a must. French and Russian are considered assets.

 

Then we will be pleased to receive your full application on:

jobs@litasco.ch with DAN-EK2212 as the subject of your email.

Rue du Conseil-Général 9 1205 GENEVE