Localization
: Lisbon or Porto
Job description:
Work in the fixed income derivatives workflow, dealing with fixed income Swaps and Medium Term Notes, ensuring market data integrity within the systems from the business to settlement whenever a fixing event occurs, in order for the client to be paid in due time and properly notified of all events regarding their transactions.
Main Tasks:
1. Monitor daily fixing of OTC rates derivatives for financial market operations
2. Control the daily update of markets rates on behalf of front officers using official rates published by Reuters, Bloomberg and Central Banks
3. Participate to the creation of the new rates in collaboration with Front Officers and IT Teams.
4. Create excel spreadsheets for the calculation of the exotic rates ( inflation, power dual, ratchet, range accrual)
5. Solve interest discrepancies before