概要と必要条件
· Confirm and manage derivatives such as credit, currency, and interest rate swaps, FX forwards, futures, and options.
· Book and monitor valuations of non-processed derivatives.
· Maintain internal systems for allocation and linking of derivatives to assets, liabilities, or hedging programs.
· Run weekly and monthly reports for departments including risk, analytics, accounting, and valuations.
· Perform daily and monthly market data validation checks.
· Reconcile monthly derivative blotters between front and middle office.
· Coordinate with portfolio management and back office for internal asset transfers.
· Collaborate with IT and back office to maintain and enhance the in-house derivative system.
· Support Collateral and Derivatives Settlement teams as needed.