The role will place you at the forefront of running the bank's HQLA portfolio made up predominantly of bonds on an asset swap basis, across multiple currencies encompassing government, SSA and covered bonds.
Daily activities include bond and asset swap trading, repo and reverse repo trading, collateral management and risk and PnL sign off.
Identifying and executing HQLA investment/divestment opportunities across EUR / USD / GBP
Managing to an appropriate risk/ reward profile within defined credit and market risk limits
Assistance with recurring daily tasks
Assistance on adhoc strategic projects (incl. analysis and preparation of materials)
You will have:
Deep understanding of and practical experience in at least two of the following: bond / swap / repo markets
Market facing experience
Understanding of and strong interest in portfolio management tools and approaches both in theory and in practice
Minimum of 2 years relevant experience gained in Front Office or Treasury
Understanding of financial resource constraints of a financial institution and framework for HQLA
Strong academic background in finance, economics or mathematics
You will be:
An outstanding team player willing to work in a high pressure environment
Able to interface with trading, sales and support
Able to use initiative and react quickly to changing priorities
A strong communicator with good coordination skills
Flexible, resilient, confident and determined
A CFA charter holder ideally
For any more information please contact firstname.lastname@example.org
Internal Number: 5506832
About BSM Group
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