Middle office analyst I
Middle office position in a Front Office Controls / Valuation team. Investigation of non-market conform OTC derivative pricing and dealing under MiFID II. Mainly swaps (FX, IR..), options, swaptions, FRAs, term deposits… Preparation of FOMOBO and ALM reports for management and regulators./
– Market conformity deal pricing analysis for a strip of FX forwards
– Job application test results:
