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Middle Office Operations Specialist (AIS), Senior Associate

  • Kraków, małopolskie pokaż mapę
  • Specjalista
  • 19.12.2018

    Pracodawca ma prawo zakończyć rekrutację we wcześniejszym terminie.

    State Street Corporation, founded in 1792 and listed on the New York Stock exchange since 1995 (NYSE: STT), is one of the world's leading providers of financial services to institutional investors including investment servicing, investment management as well as investment research and trading with headquarters in Boston. With $28.5 trillion in assets under custody and administration and $2.4 trillion in assets under management (as of March 31st, 2015) State Street operates in more than 100 geographic markets worldwide, including the U.S., Canada, Europe, the Middle East, and Asia. State Street Bank GmbH, based in Munich, is a 100% subsidiary of State Street Corporation having branches in Amsterdam, Frankfurt, Krakow, London, Luxembourg, Vienna and Zurich. 

    We are looking for a

    Middle Office Operations Specialist (AIS), Senior Associate
    JOB ID: R-602908
    Location: Kraków

    to join the insource organization supporting the State Street EMEA

    Overview of daily processing and analysis of complex OTC products as well as assisting in the development of pricing tools and applications.
     
    The candidate should have a good working knowledge various OTC product types as well as an understanding of the pricing inputs used in the valuation of such products. OTC Products include Credit Default Swaps, Interest Rate, Swaptions, FX Options and Currency Swaps.  
     
    Good communication skills are required as the role will involve communication with the NY pricing team as well as Back Office colleagues. Strong problem solving, VBA and Excel skills are preferable as well as a good working knowledge of Access/SQL as troubleshooting and development of macros are a large part of the job.
     

    Responsibilities:

    • Daily operational processing of derivative valuations
    • Analysis of daily valuations – determine valuations based on greeks (delta, gamma, vega)
    • Analysis of profit and loss based on market changes (yield curves, FX rates, spread changes, etc.)
    • Review and monitor daily money market yield curves, interest rate volatility, credit curves
    • Perform pricing of OTC derivatives using financial models – i.e. CDS Standard Model, Black Sholes, etc.
    • Work with developers to write up business specifications
    • Project management
    • During the course of normal day to day operation, responsible for identifying any unusual or potentially suspicious transaction activity and must report and/or escalate in accordance with corporate policy and guidelines detailed in relevant operating procedures

    Required Qualifications:

    • Degree in Mathematics, Physics, Financial Engineering
    • At least 2  years of experience in Finance
    • Understanding of fixed income derivatives - swaps, caps/floors, swaptions
    • Analytical or Quantitative skills
    • Familiarity with VBA, C++, Access, and Excel
    • Familiarity with FinCad
    • Strong verbal and written communication skills
    • Strong analytical skills
    • Ability to perform effectively within strict client deadlines

    We offer:

    • Employee savings plan
    • Premium life insurance package
    • VIP medical package
    • International operating environment
    • Language classes
    • Soft skills trainings
    • Technical workshops
    • Development sessions with a mentor
    • Diversity of opportunities across a range of challenging and highly complex activities
    • Technical or leadership career pathway

    To apply to this position, follow the "apply now" link. To locate this position in our application page, please use the KEYWORD search functionality and insert either the State Street Job ID or the Location.

    As a first step we ask all candidates to fill out our online application form. Please enclose the CV in English and remember to save this document without any Polish characteristics also in file name.


     

    Job ID: R-602908 / Location: Kraków

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