Lead Expert - Collateral certification

- 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

Knowledge & Experience
- Post graduation / MBA/ CFA / FRM
- 5-7 years of experience in managing Product control/Market risk/ Credit Counterparty/Collateral Management/Margining
- Industry knowledge is preferred
- High level of Integrity
- Meticulous attention to detail
- Good analytical thinking skills
- Management skills
- IT Skills / Transformation Digitalisation project experience
- Strong interpersonal skills and verbal communication skills
- Leadership