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Process Lead - Derivative Support

Overview: 

Will be responsible for giving the necessary operational support on derivatives instruments to derivatives traders, asset managers and AXA Investment Management clients

Key responsibilities:
  • Control and produce the Financial Reports which include AXAIM clients stock of derivatives and its Marked to Market 
  • Follow up of AXAIM internal prices and reconciliation with counterparties 
  • Production and control of sensitivities and stress tests 
  • Manual pricing of derivatives not priced by the system  
  • Market data controls 
  • Collateral management monitoring and oversight of the process handled by AXAIM partner State Street Bank 
  • Follow up of disputes with counterparties 
  • Calculation and Monitoring of residual exposures 
  • Calculation and monitoring of counterparty risk limits consumption 
  • OTC derivatives positions and MtM reconciliations with counterparties 
  • Daily reporting of OTC derivatives trades to the trade repository and reconciliation of AXAIM stock of derivatives (OTC + ETD) with the trade repository records 
  • Monitoring of MtM discrepancies with the counterparties 
  • Control and sign off of OTC derivatives trades confirmations and monitoring of outstanding confirmations 
  • The Derivatives analyst will have to support the various projects involving the derivatives support team  such as regulatory projects (EMIR, AIFMD), VIKING : Review of AXAIM internal FO systems architecture, new business (new clients, new instruments)
  • Take initiatives in order to enhance the various processes, roll out of best practices, automation of manual tasks 
  • Be the interface between the various AXA IM teams (Front Office, Risk Management, Technology…) and State Street 
  • Be client centric and results oriented in order to bring a maximum value added to our internal and external clients
Key Skills 
  • MBA with 3+ years of experience in capital market (preferably European markets) 
  • Extensive knowledge of Derivatives products and its pricing 
  • Advanced skill in Excel and VBA 
  • Experience with Front office tools especially Bloomberg 
  • Strong experience in an asset manager or an investment bank including front to back process knowledge, participating to operational projects, OTC derivatives products pricing 
  • Rigor, pragmatism and methodology 
  • Excellent communication skills, and excellent command in English/French 
  • Client centricity 
  • Dynamic and proactive attitude 
  • Capacity to influence the others and negotiation skills 
  • Positive attitude