Job Responsibilities:

• Ensure the correctness of booking and matching of our clients' daily operations - mainly Listed Derivatives and Equity Swaps - under the agreed deadline with Fund Administration
• Perform volumetric, qualitative and behavioral controls on pricing data input, including floating rates fixing, credit spread, inflation level
• Ensure the correct valuation of OTC Derivatives and Structured Products within required time frame
• Process and control the margin call operations related to our clients' portfolios
• Manage enquiry and requests of internal clients, including fund accountants and data management team, and external clients if necessary

Requirements:

• Degree in Finance or Economics or Business Administration
• Knowledge in financial instruments (Equity, Bond), Derivatives Products (Futures, Swaps, Options) and structured products
• Knowledge in pricing models and valuation methods will be an advantage
• Minimum 2 years working experience in relevant operations
• Full proficiency and commands of Microsoft Office suite
• Experience in using database and in programming language will be an advantage
• Knowledge in usage of market data providers (Bloomberg, Reuters, etc)
• Knowledge in relevant software packages (Kondor, Price-IT, Murex, etc) in the market will be an advantage
• Strong team spirit and ability to work autonomously and proactively
• Ability to work under pressure in a fast-paced environment
• Excellent communication skills
• Proficiency in English

Candidate with more related working experience will be considered for senior role. 

Competitive remuneration package will be offered to the successful applicant. We offer an environment that encourages diversity and continuous professional development. Aspiring talents please send your resume via . Personal data provided in job applications will be used strictly in accordance with our personal data policy, a copy of which is available upon request.

For more information about the Group, please visit www.caceis.com